+16.1%
GWRE vs PSLV
+154.2%
-138.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -13.2% | -3.5% | -9.8% | -12.9% |
| 30D | -18.6% | -2.1% | -16.4% | -18.4% |
| 3M | +18.9% | -1.6% | +20.5% | +19.0% |
| 6M | -11.0% | -25.5% | +14.5% | -7.9% |
| YTD | -29.9% | -11.4% | -18.5% | -31.4% |
| 1Y | -44.3% | +48.6% | -92.9% | -52.1% |
| 3Y | +51.7% | +166.9% | -115.2% | +10.1% |
| All | +16.1% | +154.2% | -138.1% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling