-2.7%
GFS vs GWRE
+20.7%
-23.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.8% | +7.6% | +1.4% |
| 7D | +2.6% | -25.6% | +28.2% | +8.5% |
| 30D | -16.4% | -12.2% | -4.2% | -15.2% |
| 3M | -41.6% | +17.7% | -59.3% | -46.1% |
| 6M | -3.7% | -11.3% | +7.7% | -4.2% |
| YTD | +29.3% | -25.5% | +54.8% | +36.7% |
| 1Y | +37.1% | -42.8% | +80.0% | +61.6% |
| 3Y | -22.1% | +59.0% | -81.1% | -49.4% |
| All | -2.7% | +20.7% | -23.4% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling