+362.1%
GE vs GWRE
+749.2%
-387.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.0% | +2.2% | -1.9% |
| 7D | -1.2% | -26.2% | +25.0% | +4.0% |
| 30D | -11.3% | -17.8% | +6.5% | -8.8% |
| 3M | -1.4% | +14.2% | -15.6% | -5.9% |
| 6M | +1.2% | -12.9% | +14.1% | +0.6% |
| YTD | +5.9% | -29.2% | +35.2% | +9.6% |
| 1Y | +18.4% | -44.4% | +62.8% | +29.4% |
| 3Y | +271.0% | +51.1% | +219.9% | +213.4% |
| 5Y | +417.9% | +16.5% | +401.4% | +353.3% |
| 10Y | +152.0% | +131.6% | +20.4% | +89.1% |
| All | +362.1% | +749.2% | -387.1% | +203.9% |
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