+371.6%
GH vs GWRE
+50.1%
+321.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -2.5% | -13.2% | +10.7% | +0.5% |
| 30D | -4.7% | -18.6% | +13.9% | -1.6% |
| 3M | +20.2% | +18.9% | +1.3% | +10.3% |
| 6M | +78.8% | -11.0% | +89.7% | +76.2% |
| YTD | +54.1% | -29.9% | +84.0% | +64.2% |
| 1Y | +177.1% | -44.3% | +221.4% | +221.1% |
| 3Y | +371.6% | +51.7% | +319.9% | +186.6% |
| All | +371.6% | +50.1% | +321.5% | +186.6% |
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