+723.1%
GWRE vs IAG
+39.2%
+683.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.6% |
| 7D | -13.2% | -1.1% | -12.2% | -13.2% |
| 30D | -18.6% | +12.1% | -30.7% | -19.0% |
| 3M | +18.9% | +25.5% | -6.6% | +17.5% |
| 6M | -11.0% | -7.1% | -3.8% | -11.0% |
| YTD | -29.9% | +22.9% | -52.8% | -31.0% |
| 1Y | -44.3% | +83.3% | -127.7% | -46.4% |
| 3Y | +51.7% | +808.5% | -756.8% | +35.8% |
| 5Y | +15.4% | +838.0% | -822.5% | +2.0% |
| 10Y | +129.4% | +418.2% | -288.7% | +103.8% |
| All | +723.1% | +39.2% | +683.9% | +838.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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