+1,764.7%
GLW vs GWRE
+749.2%
+1,015.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.0% | +6.5% | +2.3% |
| 7D | +16.9% | -26.2% | +43.1% | +21.9% |
| 30D | +7.0% | -17.8% | +24.7% | +9.1% |
| 3M | -3.0% | +14.2% | -17.2% | -8.7% |
| 6M | +31.0% | -12.9% | +43.9% | +28.1% |
| YTD | +93.4% | -29.2% | +122.6% | +97.4% |
| 1Y | +134.7% | -44.4% | +179.2% | +154.9% |
| 3Y | +471.8% | +51.1% | +420.7% | +354.7% |
| 5Y | +394.5% | +16.5% | +377.9% | +310.7% |
| 10Y | +867.9% | +131.6% | +736.3% | +562.2% |
| All | +1,764.7% | +749.2% | +1,015.5% | +1,032.4% |
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