+61.5%
GNRC vs GWRE
+50.1%
+11.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.9% |
| 7D | -0.2% | -13.2% | +13.0% | +0.4% |
| 30D | -15.7% | -18.6% | +2.8% | -15.4% |
| 3M | -27.3% | +18.9% | -46.2% | -29.2% |
| 6M | -12.1% | -11.0% | -1.1% | -11.4% |
| YTD | +37.1% | -29.9% | +67.0% | +45.9% |
| 1Y | -0.5% | -44.3% | +43.9% | +12.7% |
| 3Y | +61.5% | +51.7% | +9.8% | +20.4% |
| All | +61.5% | +50.1% | +11.4% | +20.4% |
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 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