+19.6%
GRMN vs GWRE
-44.7%
+64.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.7% | +4.2% |
| 7D | +2.4% | -13.2% | +15.7% | +4.2% |
| 30D | -8.5% | -18.6% | +10.1% | -6.8% |
| 3M | +19.5% | +18.9% | +0.6% | +16.2% |
| 6M | +21.2% | -11.0% | +32.1% | +23.2% |
| YTD | +41.0% | -29.9% | +70.9% | +52.2% |
| 1Y | +19.6% | -44.3% | +63.9% | +50.7% |
| All | +19.6% | -44.7% | +64.2% | +50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling