+17.7%
GWRE vs BUD
+2.3%
+15.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.8% | -7.1% | -7.4% |
| 7D | -25.6% | +0.8% | -26.3% | -25.8% |
| 30D | -12.2% | -4.8% | -7.4% | -11.2% |
| 3M | +17.7% | +1.4% | +16.3% | +13.7% |
| All | +17.7% | +2.3% | +15.4% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 3mo: compounded portfolio wealth divided by compounded BUD 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…
3mo analysis · Full analysis span regression · Available span rolling