+24.3%
GME vs GWRE
+50.1%
-25.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | +10.4% | -13.2% | +23.6% | +14.0% |
| 30D | +14.1% | -18.6% | +32.7% | +18.1% |
| 3M | -4.6% | +18.9% | -23.5% | -12.2% |
| 6M | -13.5% | -11.0% | -2.6% | -14.5% |
| YTD | +5.3% | -29.9% | +35.2% | +13.7% |
| 1Y | -14.9% | -44.3% | +29.5% | +1.3% |
| 3Y | +24.3% | +51.7% | -27.4% | -42.2% |
| All | +24.3% | +50.1% | -25.8% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling