+607.0%
GD vs GWRE
+855.3%
-248.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.3% |
| 7D | +1.9% | -4.4% | +6.3% | +2.5% |
| 30D | +9.2% | -3.5% | +12.7% | +9.5% |
| 3M | -7.5% | -7.6% | +0.1% | -7.3% |
| 6M | +5.8% | +21.8% | -16.0% | +0.3% |
| YTD | +9.8% | -20.4% | +30.2% | +10.6% |
| 1Y | +5.8% | -27.6% | +33.4% | +8.2% |
| 3Y | +58.0% | +75.7% | -17.6% | +34.5% |
| 5Y | +100.4% | +27.8% | +72.6% | +77.6% |
| 10Y | +167.5% | +172.4% | -4.9% | +100.8% |
| All | +607.0% | +855.3% | -248.3% | +387.0% |
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