-54.5%
GTLB vs GWRE
+17.0%
-71.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +3.3% |
| 7D | -4.1% | -30.9% | +26.9% | +24.6% |
| 30D | +12.3% | -20.7% | +33.0% | +28.8% |
| 3M | +65.9% | +20.2% | +45.8% | +30.1% |
| 6M | +104.0% | -11.9% | +115.8% | +106.2% |
| YTD | +26.0% | -30.3% | +56.3% | +55.0% |
| 1Y | -3.5% | -44.6% | +41.1% | +45.9% |
| 3Y | -9.6% | +48.8% | -58.4% | -63.3% |
| All | -54.5% | +17.0% | -71.5% | -72.5% |
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