+1.3%
GFS vs GWRE
+13.6%
-12.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | +3.8% | -13.2% | +17.1% | +6.9% |
| 30D | -11.7% | -18.6% | +6.9% | -9.0% |
| 3M | -41.8% | +18.9% | -60.7% | -46.8% |
| 6M | +6.6% | -11.0% | +17.6% | +4.8% |
| YTD | +34.6% | -29.9% | +64.5% | +44.1% |
| 1Y | +46.2% | -44.3% | +90.5% | +71.9% |
| 3Y | -20.3% | +51.7% | -72.0% | -48.0% |
| All | +1.3% | +13.6% | -12.3% | -33.5% |
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