+163.1%
GH vs GWRE
-25.4%
+188.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -19.9% | +20.2% | +1.2% |
| 7D | -0.1% | -21.1% | +21.0% | +0.9% |
| 30D | -1.1% | +1.3% | -2.4% | -1.7% |
| 3M | +21.3% | +7.4% | +13.9% | +19.0% |
| 6M | +73.5% | +5.6% | +67.9% | +68.6% |
| YTD | +58.0% | -19.2% | +77.2% | +48.9% |
| 1Y | +163.1% | -25.1% | +188.2% | +144.0% |
| All | +163.1% | -25.4% | +188.5% | +144.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling