-15.8%
INFQ vs GWRE
+11.0%
-26.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.3% |
| 7D | +2.1% | -13.2% | +15.3% | +0.6% |
| 30D | +6.1% | -18.6% | +24.7% | +4.5% |
| 3M | -7.1% | +18.9% | -26.0% | -8.0% |
| 6M | +14.8% | -11.0% | +25.7% | +15.8% |
| All | -15.8% | +11.0% | -26.8% | -12.7% |
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