+126.9%
GWRE vs RVTY
+145.6%
-18.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.5% |
| 7D | -13.2% | -4.5% | -8.7% | -11.6% |
| 30D | -18.6% | +5.5% | -24.0% | -20.2% |
| 3M | +18.9% | +22.5% | -3.6% | +9.3% |
| 6M | -11.0% | +38.9% | -49.8% | -22.8% |
| YTD | -29.9% | +28.7% | -58.6% | -37.6% |
| 1Y | -44.3% | +45.5% | -89.8% | -53.1% |
| 3Y | +51.7% | +16.4% | +35.3% | +32.0% |
| 5Y | +15.4% | -32.7% | +48.2% | +28.9% |
| All | +126.9% | +145.6% | -18.8% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling