+149.6%
GOOGL vs GWRE
+50.1%
+99.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | 0.0% | -13.2% | +13.2% | +1.5% |
| 30D | -1.4% | -18.6% | +17.2% | +0.3% |
| 3M | -5.3% | +18.9% | -24.2% | -7.8% |
| 6M | +9.8% | -11.0% | +20.7% | +10.1% |
| YTD | +8.4% | -29.9% | +38.3% | +13.0% |
| 1Y | +41.2% | -44.3% | +85.5% | +53.3% |
| 3Y | +149.6% | +51.7% | +97.9% | +91.6% |
| All | +149.6% | +50.1% | +99.5% | +91.6% |
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