+289.2%
GFI vs GWRE
+50.1%
+239.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | -4.9% | -13.2% | +8.4% | -3.5% |
| 30D | +10.7% | -18.6% | +29.3% | +12.7% |
| 3M | +25.6% | +18.9% | +6.7% | +22.3% |
| 6M | -8.3% | -11.0% | +2.7% | -7.9% |
| YTD | +6.3% | -29.9% | +36.2% | +10.1% |
| 1Y | +22.1% | -44.3% | +66.4% | +30.8% |
| 3Y | +289.2% | +51.7% | +237.5% | +260.7% |
| All | +289.2% | +50.1% | +239.1% | +260.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling