+170.9%
GWRE vs RACE
+640.3%
-469.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.0% | -6.8% | -7.4% |
| 7D | -25.6% | -1.0% | -24.5% | -25.1% |
| 30D | -12.2% | -1.5% | -10.7% | -11.5% |
| 3M | +17.7% | +15.5% | +2.2% | +11.2% |
| 6M | -11.3% | +17.3% | -28.6% | -17.3% |
| YTD | -25.5% | +11.1% | -36.6% | -29.3% |
| 1Y | -42.8% | -14.3% | -28.6% | -40.3% |
| 3Y | +59.0% | +40.2% | +18.8% | +27.3% |
| 5Y | +21.6% | +92.6% | -71.0% | -16.9% |
| 10Y | +139.2% | +786.6% | -647.4% | -8.7% |
| All | +170.9% | +640.3% | -469.4% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling