+31.0%
GPC vs GWRE
+14.4%
+16.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -1.8% | -30.9% | +29.2% | +2.3% |
| 30D | +0.1% | -20.7% | +20.8% | +2.2% |
| 3M | +37.4% | +20.2% | +17.2% | +33.3% |
| 6M | +25.4% | -11.9% | +37.3% | +25.1% |
| YTD | +12.2% | -30.3% | +42.5% | +14.8% |
| 1Y | -0.3% | -44.6% | +44.3% | +5.1% |
| 3Y | -1.6% | +48.8% | -50.4% | -13.6% |
| 5Y | +31.0% | +14.8% | +16.2% | +24.0% |
| All | +31.0% | +14.4% | +16.5% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling