-10.3%
GFS vs GWRE
+27.6%
-37.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.5% |
| 7D | +7.4% | -2.0% | +9.4% | +7.8% |
| 30D | -15.3% | -4.1% | -11.2% | -15.1% |
| 3M | -21.1% | -13.4% | -7.7% | -20.4% |
| 6M | -44.5% | +26.0% | -70.5% | -50.8% |
| YTD | +19.2% | -21.3% | +40.5% | +23.2% |
| 1Y | +27.2% | -27.5% | +54.8% | +35.9% |
| 3Y | -20.1% | +72.7% | -92.8% | -50.1% |
| 5Y | -25.6% | +26.4% | -52.0% | -52.9% |
| All | -10.3% | +27.6% | -37.9% | -43.1% |
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 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