-24.0%
GWRE vs PSLV
+6.6%
-30.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.9% |
| 7D | +4.5% | -0.1% | +4.6% | +4.5% |
| 30D | +1.7% | -15.6% | +17.4% | +2.4% |
| 3M | +4.4% | -16.6% | +21.0% | +5.0% |
| 6M | +19.5% | -28.5% | +48.0% | +20.8% |
| YTD | -16.7% | -28.7% | +11.9% | -15.1% |
| 1Y | -24.0% | +5.8% | -29.8% | -25.9% |
| All | -24.0% | +6.6% | -30.6% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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