+159.7%
GILD vs GWRE
+131.0%
+28.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | -4.8% | -13.2% | +8.4% | -3.3% |
| 30D | +5.8% | -18.6% | +24.4% | +7.8% |
| 3M | +14.9% | +18.9% | -4.0% | +11.9% |
| 6M | -0.4% | -11.0% | +10.6% | -0.5% |
| YTD | +18.5% | -29.9% | +48.4% | +21.8% |
| 1Y | +25.1% | -44.3% | +69.5% | +32.5% |
| 3Y | +105.9% | +51.7% | +54.2% | +83.0% |
| 5Y | +143.0% | +15.4% | +127.5% | +123.8% |
| All | +159.7% | +131.0% | +28.7% | +87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling