+140.2%
GLD vs GWRE
+793.8%
-653.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.8% | +6.1% | -1.6% |
| 7D | +0.7% | -25.6% | +26.3% | +1.3% |
| 30D | +0.3% | -12.2% | +12.5% | +0.5% |
| 3M | +0.6% | +17.7% | -17.1% | +0.2% |
| 6M | -15.6% | -11.3% | -4.2% | -15.6% |
| YTD | +0.9% | -25.5% | +26.4% | +1.1% |
| 1Y | +19.4% | -42.8% | +62.2% | +20.2% |
| 3Y | +124.5% | +59.0% | +65.4% | +122.7% |
| 5Y | +138.9% | +21.6% | +117.3% | +136.0% |
| 10Y | +213.3% | +139.2% | +74.1% | +211.3% |
| All | +140.2% | +793.8% | -653.6% | +126.3% |
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