+730.8%
GWRE vs RVTY
+450.1%
+280.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.5% | -2.4% | -3.9% |
| 7D | -26.2% | -5.4% | -20.8% | -24.3% |
| 30D | -17.8% | +6.7% | -24.5% | -20.1% |
| 3M | +14.2% | +19.0% | -4.8% | +5.3% |
| 6M | -12.9% | +34.6% | -47.5% | -24.8% |
| YTD | -29.2% | +28.3% | -57.5% | -37.8% |
| 1Y | -44.4% | +46.0% | -90.5% | -54.2% |
| 3Y | +51.1% | +16.9% | +34.2% | +28.7% |
| 5Y | +16.5% | -32.9% | +49.4% | +29.9% |
| 10Y | +131.6% | +141.6% | -10.0% | +15.5% |
| All | +730.8% | +450.1% | +280.7% | +167.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling