-74.3%
GRAB vs GWRE
+14.3%
-88.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -10.8% | -13.2% | +2.4% | -6.3% |
| 30D | -15.5% | -18.6% | +3.1% | -10.9% |
| 3M | -9.0% | +18.9% | -27.9% | -17.7% |
| 6M | -21.6% | -11.0% | -10.6% | -22.6% |
| YTD | -38.9% | -29.9% | -9.0% | -33.6% |
| 1Y | -44.8% | -44.3% | -0.5% | -33.7% |
| 3Y | -18.4% | +51.7% | -70.1% | -47.6% |
| 5Y | -71.6% | +15.4% | -87.1% | -78.0% |
| All | -74.3% | +14.3% | -88.7% | -80.7% |
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