+219.2%
GPC vs GWRE
+793.8%
-574.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.8% | +4.9% | -1.6% |
| 7D | +0.2% | -25.6% | +25.7% | +4.7% |
| 30D | -0.4% | -12.2% | +11.8% | +1.0% |
| 3M | +39.2% | +17.7% | +21.5% | +33.9% |
| 6M | +18.2% | -11.3% | +29.6% | +18.0% |
| YTD | +12.1% | -25.5% | +37.6% | +14.8% |
| 1Y | -0.7% | -42.8% | +42.2% | +6.6% |
| 3Y | -1.7% | +59.0% | -60.7% | -15.7% |
| 5Y | +29.3% | +21.6% | +7.7% | +14.5% |
| 10Y | +80.7% | +139.2% | -58.5% | +37.2% |
| All | +219.2% | +793.8% | -574.5% | +126.9% |
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