-0.5%
GWRE vs RACE
+21.9%
-22.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.9% | -1.9% | -18.0% | -19.0% |
| 7D | -21.1% | -2.5% | -18.6% | -20.0% |
| 30D | +1.3% | +0.8% | +0.5% | +1.2% |
| 3M | +7.4% | +17.2% | -9.7% | +1.4% |
| All | -0.5% | +21.9% | -22.4% | -4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling