+393.9%
GH vs GWRE
+41.4%
+352.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.5% |
| 7D | -1.2% | -30.9% | +29.7% | +17.3% |
| 30D | -3.7% | -20.7% | +17.0% | +5.1% |
| 3M | +21.7% | +20.2% | +1.5% | +2.0% |
| 6M | +75.7% | -11.9% | +87.6% | +69.7% |
| YTD | +55.7% | -30.3% | +86.0% | +70.8% |
| 1Y | +181.1% | -44.6% | +225.8% | +254.8% |
| 3Y | +371.6% | +48.8% | +322.8% | +158.1% |
| 5Y | +23.2% | +14.8% | +8.4% | -20.8% |
| All | +393.9% | +41.4% | +352.4% | +151.5% |
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