+126.9%
GWRE vs URA
+346.2%
-219.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.4% |
| 7D | -13.2% | -5.5% | -7.7% | -12.2% |
| 30D | -18.6% | -3.7% | -14.9% | -18.1% |
| 3M | +18.9% | -2.9% | +21.8% | +18.6% |
| 6M | -11.0% | -15.2% | +4.3% | -9.1% |
| YTD | -29.9% | +1.9% | -31.8% | -32.8% |
| 1Y | -44.3% | +6.9% | -51.3% | -48.2% |
| 3Y | +51.7% | +99.6% | -47.9% | +13.0% |
| 5Y | +15.4% | +101.2% | -85.7% | -17.6% |
| All | +126.9% | +346.2% | -219.3% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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