+153.8%
GEN vs GWRE
+131.0%
+22.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -1.3% | -13.2% | +12.0% | +2.7% |
| 30D | +6.1% | -18.6% | +24.7% | +11.4% |
| 3M | +27.0% | +18.9% | +8.1% | +19.1% |
| 6M | +43.9% | -11.0% | +54.8% | +44.9% |
| YTD | +13.0% | -29.9% | +42.9% | +20.6% |
| 1Y | +4.0% | -44.3% | +48.4% | +17.6% |
| 3Y | +66.2% | +51.7% | +14.5% | +37.4% |
| 5Y | +23.2% | +15.4% | +7.7% | +8.4% |
| All | +153.8% | +131.0% | +22.8% | +64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling