+1,162.7%
GS vs GWRE
+869.7%
+293.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -19.9% | +20.0% | +4.5% |
| 7D | +0.9% | -21.1% | +22.0% | +5.7% |
| 30D | -1.6% | +1.3% | -2.9% | -2.8% |
| 3M | -4.5% | +7.4% | -11.9% | -8.1% |
| 6M | +20.9% | +5.6% | +15.3% | +14.9% |
| YTD | +19.9% | -19.2% | +39.1% | +21.3% |
| 1Y | +41.4% | -25.1% | +66.6% | +44.5% |
| 3Y | +239.2% | +87.7% | +151.5% | +162.6% |
| 5Y | +185.0% | +32.0% | +153.0% | +137.0% |
| 10Y | +655.0% | +157.8% | +497.2% | +408.6% |
| All | +1,162.7% | +869.7% | +293.0% | +634.4% |
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