+103.2%
INTC vs GWRE
+15.1%
+88.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | +7.5% | -13.2% | +20.7% | +9.7% |
| 30D | +2.0% | -18.6% | +20.6% | +4.1% |
| 3M | -12.0% | +18.9% | -30.9% | -18.7% |
| 6M | +114.5% | -11.0% | +125.5% | +109.9% |
| YTD | +179.0% | -29.9% | +208.9% | +193.6% |
| 1Y | +318.3% | -44.3% | +362.6% | +378.5% |
| 3Y | +171.2% | +51.7% | +119.5% | +94.1% |
| All | +103.2% | +15.1% | +88.2% | +51.1% |
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