+46.0%
GFI vs GWRE
-25.4%
+71.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -19.9% | +18.4% | -0.1% |
| 7D | +3.1% | -21.1% | +24.2% | +4.7% |
| 30D | +27.1% | +1.3% | +25.8% | +26.9% |
| 3M | +21.2% | +7.4% | +13.7% | +19.2% |
| 6M | -4.5% | +5.6% | -10.1% | -4.6% |
| YTD | +11.7% | -19.2% | +30.9% | +17.2% |
| 1Y | +46.0% | -25.1% | +71.2% | +56.2% |
| All | +46.0% | -25.4% | +71.5% | +56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling