+392.6%
GEN vs GWRE
+749.2%
-356.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | +1.1% |
| 7D | -2.9% | -26.2% | +23.3% | +4.2% |
| 30D | +2.1% | -17.8% | +19.8% | +6.4% |
| 3M | +19.7% | +14.2% | +5.5% | +14.2% |
| 6M | +33.3% | -12.9% | +46.2% | +35.1% |
| YTD | +11.1% | -29.2% | +40.4% | +17.9% |
| 1Y | +3.0% | -44.4% | +47.4% | +15.5% |
| 3Y | +57.9% | +51.1% | +6.8% | +34.6% |
| 5Y | +20.6% | +16.5% | +4.1% | +7.1% |
| 10Y | +153.2% | +131.6% | +21.7% | +85.0% |
| All | +392.6% | +749.2% | -356.6% | +196.8% |
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