-23.4%
GWRE vs RACE
+10.6%
-34.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.3% | +1.7% | +4.1% |
| 7D | +2.2% | +9.9% | -7.7% | -1.8% |
| 30D | +4.5% | +12.8% | -8.3% | -0.5% |
| 3M | +6.4% | +7.4% | -0.9% | +3.5% |
| 6M | +18.8% | +27.6% | -8.8% | +9.3% |
| YTD | -15.1% | +18.4% | -33.5% | -22.6% |
| 1Y | -23.4% | +9.5% | -32.9% | -27.2% |
| All | -23.4% | +10.6% | -34.0% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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