-44.6%
GWRE vs RACE
-13.6%
-31.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.0% |
| 7D | -30.9% | -2.2% | -28.7% | -30.4% |
| 30D | -20.7% | -0.4% | -20.3% | -20.5% |
| 3M | +20.2% | +17.9% | +2.2% | +16.3% |
| 6M | -11.9% | +19.3% | -31.1% | -14.8% |
| YTD | -30.3% | +11.9% | -42.2% | -33.3% |
| 1Y | -44.6% | -12.7% | -31.9% | -48.6% |
| All | -44.6% | -13.6% | -31.1% | -48.6% |
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