+851.8%
GLW vs GWRE
+131.0%
+720.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | +7.8% | -13.2% | +21.1% | +10.0% |
| 30D | -0.4% | -18.6% | +18.1% | +1.5% |
| 3M | -5.6% | +18.9% | -24.5% | -12.2% |
| 6M | +26.7% | -11.0% | +37.7% | +23.3% |
| YTD | +91.0% | -29.9% | +120.9% | +97.2% |
| 1Y | +122.4% | -44.3% | +166.7% | +146.3% |
| 3Y | +471.0% | +51.7% | +419.3% | +328.5% |
| 5Y | +385.6% | +15.4% | +370.2% | +291.9% |
| All | +851.8% | +131.0% | +720.9% | +459.0% |
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 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