+14.7%
GTLB vs GWRE
-25.4%
+40.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -19.9% | +21.0% | +10.8% |
| 7D | +11.1% | -21.1% | +32.2% | +22.4% |
| 30D | +37.8% | +1.3% | +36.5% | +32.0% |
| 3M | +61.6% | +7.4% | +54.1% | +47.1% |
| 6M | +98.9% | +5.6% | +93.3% | +79.9% |
| YTD | +32.8% | -19.2% | +52.0% | +27.8% |
| 1Y | +14.7% | -25.1% | +39.8% | +12.7% |
| All | +14.7% | -25.4% | +40.1% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling