+1,014.3%
GS vs GWRE
+844.6%
+169.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +5.9% | -2.0% | +7.8% | +6.3% |
| 30D | +4.3% | -4.1% | +8.4% | +4.8% |
| 3M | -11.7% | -13.4% | +1.7% | -10.3% |
| 6M | -3.2% | +26.0% | -29.1% | -11.7% |
| YTD | +5.8% | -21.3% | +27.1% | +6.7% |
| 1Y | +16.0% | -27.5% | +43.5% | +19.5% |
| 3Y | +199.8% | +72.7% | +127.1% | +135.7% |
| 5Y | +155.5% | +26.4% | +129.2% | +113.1% |
| 10Y | +452.7% | +169.3% | +283.4% | +265.5% |
| All | +1,014.3% | +844.6% | +169.7% | +546.2% |
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 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