+7.0%
GLXY vs GWRE
-34.8%
+41.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | -7.3% | -13.2% | +5.9% | -7.2% |
| 30D | +15.7% | -18.6% | +34.3% | +16.1% |
| 3M | -26.7% | +18.9% | -45.6% | -29.3% |
| 6M | +13.7% | -11.0% | +24.7% | +17.0% |
| YTD | +9.1% | -29.9% | +39.0% | +13.5% |
| 1Y | -15.5% | -44.3% | +28.9% | -7.0% |
| All | +7.0% | -34.8% | +41.8% | +13.5% |
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