+27.8%
GWRE vs RACE
+62.4%
-34.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.6% | +2.2% |
| 7D | -4.4% | -4.0% | -0.4% | -2.8% |
| 30D | -3.5% | +3.5% | -7.0% | -4.8% |
| 3M | -7.6% | -0.4% | -7.1% | -7.3% |
| 6M | +21.8% | +23.2% | -1.4% | +12.2% |
| YTD | -20.4% | +11.0% | -31.4% | -24.4% |
| 1Y | -27.6% | -2.2% | -25.4% | -27.6% |
| 3Y | +75.7% | +22.5% | +53.1% | +41.6% |
| 5Y | +27.8% | +63.2% | -35.4% | -20.1% |
| All | +27.8% | +62.4% | -34.6% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling