-11.9%
GWRE vs ESTC
+55.7%
-67.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | +1.1% |
| 7D | -30.9% | -13.2% | -17.8% | -22.9% |
| 30D | -20.7% | +9.3% | -30.0% | -27.4% |
| 3M | +20.2% | +37.3% | -17.2% | -10.9% |
| 6M | -11.9% | +61.0% | -72.9% | -44.7% |
| All | -11.9% | +55.7% | -67.6% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 6mo: compounded portfolio wealth divided by compounded ESTC 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…
6mo analysis · Full analysis span regression · 6 months rolling