+964.6%
GRMN vs GWRE
+741.3%
+223.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.3% | +3.7% |
| 7D | +2.0% | -13.2% | +15.3% | +5.4% |
| 30D | -8.8% | -18.6% | +9.8% | -5.3% |
| 3M | +19.0% | +18.9% | +0.1% | +12.1% |
| 6M | +20.7% | -11.0% | +31.7% | +20.0% |
| YTD | +40.5% | -29.9% | +70.4% | +47.6% |
| 1Y | +19.1% | -44.3% | +63.5% | +32.9% |
| 3Y | +182.7% | +51.7% | +131.0% | +133.5% |
| 5Y | +82.3% | +15.4% | +66.9% | +57.3% |
| 10Y | +672.8% | +129.4% | +543.4% | +448.2% |
| All | +964.6% | +741.3% | +223.3% | +438.0% |
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 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