+44.5%
GOOG vs GWRE
-25.4%
+69.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -19.9% | +18.8% | -0.6% |
| 7D | -2.2% | -21.1% | +18.9% | -1.7% |
| 30D | -6.9% | +1.3% | -8.2% | -6.8% |
| 3M | -9.1% | +7.4% | -16.6% | -9.3% |
| 6M | +10.6% | +5.6% | +5.0% | +10.7% |
| YTD | +7.0% | -19.2% | +26.2% | +8.6% |
| 1Y | +44.5% | -25.1% | +69.7% | +46.4% |
| All | +44.5% | -25.4% | +69.9% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling