-34.0%
GDDY vs GWRE
-44.7%
+10.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.5% |
| 7D | -3.2% | -13.2% | +10.0% | +2.3% |
| 30D | +6.8% | -18.6% | +25.4% | +13.5% |
| 3M | +30.5% | +18.9% | +11.6% | +19.7% |
| 6M | +13.3% | -11.0% | +24.3% | +13.0% |
| YTD | -21.0% | -29.9% | +8.9% | -14.2% |
| 1Y | -34.0% | -44.3% | +10.3% | -23.0% |
| All | -34.0% | -44.7% | +10.7% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling