+215.0%
GLD vs GWRE
+131.0%
+84.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | -2.0% | -13.2% | +11.3% | -1.5% |
| 30D | -1.5% | -18.6% | +17.1% | -0.9% |
| 3M | +3.2% | +18.9% | -15.7% | +2.3% |
| 6M | -16.3% | -11.0% | -5.3% | -16.3% |
| YTD | +0.6% | -29.9% | +30.5% | +1.3% |
| 1Y | +19.1% | -44.3% | +63.5% | +20.9% |
| 3Y | +123.5% | +51.7% | +71.8% | +119.3% |
| 5Y | +138.5% | +15.4% | +123.1% | +132.7% |
| All | +215.0% | +131.0% | +84.0% | +204.1% |
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