+780.7%
GOOG vs GWRE
+131.0%
+649.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | 0.0% | -13.2% | +13.3% | +4.2% |
| 30D | -2.0% | -18.6% | +16.6% | +2.8% |
| 3M | -5.9% | +18.9% | -24.8% | -13.3% |
| 6M | +8.9% | -11.0% | +19.9% | +7.6% |
| YTD | +7.1% | -29.9% | +37.0% | +14.0% |
| 1Y | +39.7% | -44.3% | +84.0% | +61.3% |
| 3Y | +145.8% | +51.7% | +94.2% | +75.5% |
| 5Y | +138.6% | +15.4% | +123.2% | +84.7% |
| All | +780.7% | +131.0% | +649.7% | +407.2% |
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 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