-0.8%
GFS vs GWRE
+14.7%
-15.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.0% | +6.9% | +3.0% |
| 7D | +4.5% | -26.2% | +30.7% | +10.6% |
| 30D | -8.2% | -17.8% | +9.6% | -5.6% |
| 3M | -38.9% | +14.2% | -53.1% | -43.4% |
| 6M | -2.9% | -12.9% | +10.0% | -3.6% |
| YTD | +31.8% | -29.2% | +61.0% | +40.7% |
| 1Y | +43.1% | -44.4% | +87.6% | +68.8% |
| 3Y | -20.6% | +51.1% | -71.7% | -47.9% |
| All | -0.8% | +14.7% | -15.5% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling