-22.0%
GFS vs GWRE
+51.5%
-73.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.0% | +6.9% | +2.1% |
| 7D | +4.5% | -26.2% | +30.7% | +5.8% |
| 30D | -8.2% | -17.8% | +9.6% | -7.7% |
| 3M | -38.9% | +14.2% | -53.1% | -40.4% |
| 6M | -2.9% | -12.9% | +10.0% | -1.3% |
| YTD | +31.8% | -29.2% | +61.0% | +40.9% |
| 1Y | +43.1% | -44.4% | +87.6% | +63.3% |
| All | -22.0% | +51.5% | -73.5% | -44.7% |
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