-37.6%
GIS vs GWRE
+50.1%
-87.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -6.4% | -13.2% | +6.9% | -5.8% |
| 30D | -6.1% | -18.6% | +12.5% | -5.3% |
| 3M | +7.8% | +18.9% | -11.1% | +8.2% |
| 6M | -8.8% | -11.0% | +2.2% | -8.8% |
| YTD | -19.1% | -29.9% | +10.8% | -19.7% |
| 1Y | -24.8% | -44.3% | +19.6% | -25.8% |
| 3Y | -37.6% | +51.7% | -89.2% | -34.0% |
| All | -37.6% | +50.1% | -87.6% | -34.0% |
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 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