+718.3%
GWRE vs XPO
+4,484.5%
-3,766.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -30.9% | -1.3% | -29.6% | -30.9% |
| 30D | -20.7% | -10.4% | -10.3% | -19.0% |
| 3M | +20.2% | -15.7% | +35.8% | +24.1% |
| 6M | -11.9% | -6.3% | -5.5% | -11.7% |
| YTD | -30.3% | +34.2% | -64.5% | -36.5% |
| 1Y | -44.6% | +39.9% | -84.6% | -50.3% |
| 3Y | +48.8% | +155.2% | -106.4% | +10.7% |
| 5Y | +14.8% | +264.7% | -249.9% | -25.1% |
| 10Y | +128.1% | +1,500.1% | -1,372.0% | +0.6% |
| All | +718.3% | +4,484.5% | -3,766.2% | +188.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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