+14.8%
GWRE vs URA
+121.8%
-107.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -0.7% |
| 7D | -30.9% | -1.5% | -29.4% | -30.8% |
| 30D | -20.7% | -0.4% | -20.3% | -20.9% |
| 3M | +20.2% | +6.3% | +13.9% | +17.6% |
| 6M | -11.9% | -14.0% | +2.1% | -10.3% |
| YTD | -30.3% | +5.3% | -35.6% | -33.6% |
| 1Y | -44.6% | +11.7% | -56.3% | -48.8% |
| 3Y | +48.8% | +109.8% | -61.0% | +8.7% |
| 5Y | +14.8% | +108.0% | -93.2% | -20.0% |
| All | +14.8% | +121.8% | -107.1% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling