+82.3%
GPC vs GWRE
+131.0%
-48.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -3.2% | -13.2% | +10.1% | -0.8% |
| 30D | +0.5% | -18.6% | +19.1% | +3.3% |
| 3M | +31.7% | +18.9% | +12.8% | +26.2% |
| 6M | +24.7% | -11.0% | +35.7% | +24.1% |
| YTD | +11.8% | -29.9% | +41.7% | +15.9% |
| 1Y | -3.0% | -44.3% | +41.4% | +5.2% |
| 3Y | -1.1% | +51.7% | -52.8% | -17.2% |
| 5Y | +30.5% | +15.4% | +15.1% | +15.0% |
| All | +82.3% | +131.0% | -48.7% | +31.8% |
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