+639.9%
GS vs GWRE
+131.0%
+508.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -0.9% | -13.2% | +12.3% | +2.1% |
| 30D | -0.3% | -18.6% | +18.3% | +3.2% |
| 3M | -0.1% | +18.9% | -19.0% | -6.7% |
| 6M | +26.1% | -11.0% | +37.1% | +24.8% |
| YTD | +18.8% | -29.9% | +48.7% | +24.5% |
| 1Y | +33.7% | -44.3% | +78.1% | +49.5% |
| 3Y | +238.9% | +51.7% | +187.3% | +168.8% |
| 5Y | +187.9% | +15.4% | +172.5% | +143.1% |
| All | +639.9% | +131.0% | +508.9% | +386.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling