+113.6%
GLD vs GWRE
+844.6%
-731.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | -4.6% | -2.0% | -2.6% | -4.5% |
| 30D | -5.5% | -4.1% | -1.4% | -5.4% |
| 3M | -10.9% | -13.4% | +2.5% | -10.8% |
| 6M | -17.4% | +26.0% | -43.4% | -18.0% |
| YTD | -10.3% | -21.3% | +11.0% | -10.2% |
| 1Y | -7.2% | -27.5% | +20.3% | -7.0% |
| 3Y | +96.9% | +72.7% | +24.2% | +95.1% |
| 5Y | +103.8% | +26.4% | +77.4% | +100.9% |
| 10Y | +203.5% | +169.3% | +34.2% | +201.3% |
| All | +113.6% | +844.6% | -731.0% | +101.0% |
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 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