+16.1%
GWRE vs RACE
+95.1%
-79.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.1% |
| 7D | -13.2% | +0.9% | -14.2% | -13.5% |
| 30D | -18.6% | +1.6% | -20.2% | -19.0% |
| 3M | +18.9% | +13.2% | +5.7% | +13.3% |
| 6M | -11.0% | +22.9% | -33.8% | -18.3% |
| YTD | -29.9% | +13.3% | -43.2% | -33.9% |
| 1Y | -44.3% | -12.7% | -31.7% | -42.3% |
| 3Y | +51.7% | +40.3% | +11.4% | +12.3% |
| All | +16.1% | +95.1% | -79.0% | -35.0% |
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