+48.0%
GIS vs GWRE
+741.3%
-693.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -6.4% | -13.2% | +6.9% | -5.5% |
| 30D | -6.1% | -18.6% | +12.5% | -5.0% |
| 3M | +7.8% | +18.9% | -11.1% | +6.6% |
| 6M | -8.8% | -11.0% | +2.2% | -8.7% |
| YTD | -19.1% | -29.9% | +10.8% | -18.0% |
| 1Y | -24.8% | -44.3% | +19.6% | -22.8% |
| 3Y | -37.6% | +51.7% | -89.2% | -40.6% |
| 5Y | -25.4% | +15.4% | -40.9% | -28.0% |
| 10Y | -19.6% | +129.4% | -149.0% | -28.3% |
| All | +48.0% | +741.3% | -693.3% | +23.9% |
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