+589.5%
GD vs GWRE
+863.6%
-274.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.1% |
| 7D | -5.0% | -0.7% | -4.2% | -4.9% |
| 30D | +8.9% | -1.6% | +10.5% | +8.9% |
| 3M | -8.0% | +0.9% | -8.9% | -9.2% |
| 6M | +2.9% | +23.1% | -20.2% | -2.6% |
| YTD | +7.1% | -19.7% | +26.8% | +7.7% |
| 1Y | +5.9% | -25.0% | +31.0% | +7.7% |
| 3Y | +53.9% | +78.7% | -24.9% | +30.6% |
| 5Y | +95.4% | +28.4% | +67.0% | +73.1% |
| 10Y | +193.5% | +184.0% | +9.5% | +119.0% |
| All | +589.5% | +863.6% | -274.2% | +374.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling