+18.3%
HYG vs GWRE
+15.1%
+3.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -0.7% | -13.2% | +12.5% | +0.2% |
| 30D | -0.7% | -18.6% | +17.9% | +0.3% |
| 3M | -0.2% | +18.9% | -19.1% | -2.1% |
| 6M | +1.4% | -11.0% | +12.4% | +1.3% |
| YTD | +1.5% | -29.9% | +31.3% | +3.5% |
| 1Y | +2.9% | -44.3% | +47.2% | +7.2% |
| 3Y | +25.6% | +51.7% | -26.0% | +13.6% |
| All | +18.3% | +15.1% | +3.2% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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