+363.8%
GM vs GWRE
+741.3%
-377.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -2.4% | -13.2% | +10.8% | +0.6% |
| 30D | -1.1% | -18.6% | +17.5% | +2.4% |
| 3M | +6.1% | +18.9% | -12.8% | +0.2% |
| 6M | +15.0% | -11.0% | +25.9% | +14.1% |
| YTD | +6.0% | -29.9% | +35.9% | +10.7% |
| 1Y | +47.1% | -44.3% | +91.4% | +62.4% |
| 3Y | +170.5% | +51.7% | +118.8% | +119.3% |
| 5Y | +80.5% | +15.4% | +65.1% | +52.9% |
| 10Y | +238.7% | +129.4% | +109.3% | +142.1% |
| All | +363.8% | +741.3% | -377.5% | +243.7% |
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