+53.1%
GWRE vs RACE
+38.2%
+14.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.9% | -4.1% | -4.8% |
| 7D | -26.2% | -2.6% | -23.6% | -25.6% |
| 30D | -17.8% | -1.1% | -16.7% | -17.4% |
| 3M | +14.2% | +12.5% | +1.7% | +11.3% |
| 6M | -12.9% | +17.4% | -30.3% | -16.0% |
| YTD | -29.2% | +10.1% | -39.4% | -31.2% |
| 1Y | -44.4% | -15.1% | -29.3% | -43.5% |
| All | +53.1% | +38.2% | +14.9% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling