+182.8%
GWRE vs RACE
+729.2%
-546.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.7% |
| 7D | -2.0% | -1.2% | -0.8% | -1.5% |
| 30D | -4.1% | +6.1% | -10.2% | -6.4% |
| 3M | -13.4% | -0.3% | -13.1% | -13.2% |
| 6M | +26.0% | +23.4% | +2.5% | +15.2% |
| YTD | -21.3% | +12.5% | -33.8% | -25.9% |
| 1Y | -27.5% | -0.5% | -27.0% | -28.2% |
| 3Y | +72.7% | +23.6% | +49.1% | +45.1% |
| 5Y | +26.4% | +65.4% | -39.1% | -10.3% |
| All | +182.8% | +729.2% | -546.4% | +12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling