+2,242.2%
GOOGL vs GWRE
+749.2%
+1,493.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.0% | +2.7% | -1.0% |
| 7D | -1.9% | -26.2% | +24.4% | +5.2% |
| 30D | -7.5% | -17.8% | +10.3% | -3.8% |
| 3M | -9.2% | +14.2% | -23.4% | -14.2% |
| 6M | +8.1% | -12.9% | +21.0% | +7.9% |
| YTD | +5.8% | -29.2% | +35.1% | +11.1% |
| 1Y | +38.3% | -44.4% | +82.8% | +55.3% |
| 3Y | +144.8% | +51.1% | +93.7% | +93.3% |
| 5Y | +132.5% | +16.5% | +116.0% | +92.9% |
| 10Y | +746.7% | +131.6% | +615.1% | +489.4% |
| All | +2,242.2% | +749.2% | +1,493.0% | +1,363.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling