+126.9%
GWRE vs BG
+166.7%
-39.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | -13.2% | +3.1% | -16.4% | -13.7% |
| 30D | -18.6% | +10.2% | -28.8% | -19.8% |
| 3M | +18.9% | -1.7% | +20.6% | +18.8% |
| 6M | -11.0% | +1.0% | -11.9% | -11.4% |
| YTD | -29.9% | +39.9% | -69.8% | -33.8% |
| 1Y | -44.3% | +53.2% | -97.6% | -48.3% |
| 3Y | +51.7% | +16.3% | +35.4% | +46.0% |
| 5Y | +15.4% | +83.9% | -68.4% | 0.0% |
| All | +126.9% | +166.7% | -39.8% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling