+632.4%
GEV vs GWRE
+20.6%
+611.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.6% |
| 7D | +1.6% | -13.2% | +14.9% | +2.4% |
| 30D | -7.9% | -18.6% | +10.6% | -7.2% |
| 3M | +5.6% | +18.9% | -13.3% | +2.2% |
| 6M | +13.1% | -11.0% | +24.0% | +14.0% |
| YTD | +46.7% | -29.9% | +76.6% | +59.2% |
| 1Y | +51.3% | -44.3% | +95.6% | +77.6% |
| All | +632.4% | +20.6% | +611.9% | +583.1% |
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