+341.3%
GFI vs GWRE
+741.3%
-400.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | -4.9% | -13.2% | +8.4% | -3.9% |
| 30D | +10.7% | -18.6% | +29.3% | +12.1% |
| 3M | +25.6% | +18.9% | +6.7% | +23.5% |
| 6M | -8.3% | -11.0% | +2.7% | -8.3% |
| YTD | +6.3% | -29.9% | +36.2% | +8.0% |
| 1Y | +22.1% | -44.3% | +66.4% | +26.1% |
| 3Y | +289.2% | +51.7% | +237.5% | +273.6% |
| 5Y | +531.7% | +15.4% | +516.2% | +502.5% |
| 10Y | +1,043.8% | +129.4% | +914.4% | +981.9% |
| All | +341.3% | +741.3% | -400.0% | +279.1% |
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