+188.9%
GS vs GWRE
+22.2%
+166.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.8% | +7.6% | +1.0% |
| 7D | +3.4% | -25.6% | +28.9% | +7.6% |
| 30D | +0.2% | -12.2% | +12.4% | +1.5% |
| 3M | -0.3% | +17.7% | -18.0% | -4.8% |
| 6M | +27.4% | -11.3% | +38.7% | +27.6% |
| YTD | +19.6% | -25.5% | +45.2% | +24.0% |
| 1Y | +42.5% | -42.8% | +85.3% | +57.3% |
| 3Y | +240.4% | +59.0% | +181.4% | +178.2% |
| 5Y | +188.9% | +21.6% | +167.3% | +157.2% |
| All | +188.9% | +22.2% | +166.7% | +157.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling