+774.5%
GWRE vs URA
+17.6%
+756.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +3.1% | -11.0% | -8.6% |
| 7D | -25.6% | +8.1% | -33.7% | -27.2% |
| 30D | -12.2% | +5.8% | -18.0% | -13.8% |
| 3M | +17.7% | +3.4% | +14.3% | +15.4% |
| 6M | -11.3% | -2.6% | -8.7% | -12.8% |
| YTD | -25.5% | +11.2% | -36.7% | -30.5% |
| 1Y | -42.8% | +19.8% | -62.7% | -48.7% |
| 3Y | +59.0% | +121.5% | -62.4% | +13.0% |
| 5Y | +21.6% | +134.5% | -112.9% | -18.9% |
| 10Y | +139.2% | +376.7% | -237.5% | +14.7% |
| All | +774.5% | +17.6% | +756.8% | +606.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling