-25.1%
GWRE vs BTG
+38.4%
-63.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.9% | -1.4% | -18.5% | -19.7% |
| 7D | -21.1% | -0.9% | -20.2% | -21.0% |
| 30D | +1.3% | +36.8% | -35.5% | -3.7% |
| 3M | +7.4% | +23.1% | -15.7% | +3.8% |
| 6M | +5.6% | +3.5% | +2.1% | +4.4% |
| YTD | -19.2% | +25.5% | -44.7% | -23.3% |
| 1Y | -25.1% | +40.1% | -65.2% | -39.7% |
| All | -25.1% | +38.4% | -63.5% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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