+1,036.1%
GFI vs GWRE
+131.0%
+905.1%
-56.2%
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% | +0.9% |
| 7D | -2.7% | -13.2% | +10.5% | -1.1% |
| 30D | +13.2% | -18.6% | +31.8% | +15.5% |
| 3M | +28.5% | +18.9% | +9.6% | +24.8% |
| 6M | -6.2% | -11.0% | +4.8% | -6.3% |
| YTD | +8.7% | -29.9% | +38.6% | +11.7% |
| 1Y | +24.8% | -44.3% | +69.2% | +32.1% |
| 3Y | +298.0% | +51.7% | +246.4% | +265.5% |
| 5Y | +546.0% | +15.4% | +530.6% | +491.9% |
| All | +1,036.1% | +131.0% | +905.1% | +849.7% |
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