+35.8%
GFS vs GWRE
-25.4%
+61.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -19.9% | +21.5% | -1.1% |
| 7D | +1.0% | -21.1% | +22.1% | -1.8% |
| 30D | -8.6% | +1.3% | -9.9% | -7.9% |
| 3M | -46.5% | +7.4% | -54.0% | -43.9% |
| 6M | -4.8% | +5.6% | -10.4% | +0.7% |
| YTD | +29.7% | -19.2% | +48.9% | +40.2% |
| 1Y | +35.8% | -25.1% | +61.0% | +48.8% |
| All | +35.8% | -25.4% | +61.2% | +48.8% |
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