+260.8%
GE vs GWRE
+50.1%
+210.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.2% |
| 7D | -4.0% | -13.2% | +9.2% | -2.7% |
| 30D | -11.4% | -18.6% | +7.2% | -10.2% |
| 3M | -2.6% | +18.9% | -21.5% | -6.3% |
| 6M | -0.3% | -11.0% | +10.6% | -0.5% |
| YTD | +5.4% | -29.9% | +35.3% | +11.0% |
| 1Y | +15.5% | -44.3% | +59.9% | +28.9% |
| 3Y | +260.8% | +51.7% | +209.1% | +185.0% |
| All | +260.8% | +50.1% | +210.7% | +185.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling