+1,006.6%
GS vs GWRE
+828.2%
+178.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.8% | +1.2% |
| 7D | +1.6% | -3.5% | +5.0% | +2.3% |
| 30D | +1.7% | -7.1% | +8.7% | +2.9% |
| 3M | -11.6% | -10.1% | -1.5% | -11.0% |
| 6M | -1.9% | +12.3% | -14.2% | -8.1% |
| YTD | +5.1% | -22.7% | +27.7% | +6.4% |
| 1Y | +16.4% | -28.6% | +45.0% | +20.3% |
| 3Y | +199.0% | +70.7% | +128.3% | +135.6% |
| 5Y | +157.4% | +24.4% | +133.0% | +115.4% |
| 10Y | +457.2% | +169.2% | +288.0% | +268.5% |
| All | +1,006.6% | +828.2% | +178.3% | +544.2% |
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