+92.5%
HYG vs GWRE
+741.3%
-648.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -0.7% | -13.2% | +12.5% | +0.3% |
| 30D | -0.7% | -18.6% | +17.9% | +0.5% |
| 3M | -0.2% | +18.9% | -19.1% | -2.2% |
| 6M | +1.4% | -11.0% | +12.4% | +1.3% |
| YTD | +1.5% | -29.9% | +31.3% | +3.1% |
| 1Y | +2.9% | -44.3% | +47.2% | +6.7% |
| 3Y | +25.6% | +51.7% | -26.0% | +17.1% |
| 5Y | +18.6% | +15.4% | +3.1% | +11.5% |
| 10Y | +55.7% | +129.4% | -73.7% | +37.7% |
| All | +92.5% | +741.3% | -648.8% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling