+9.1%
IR vs GWRE
-24.5%
+33.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.4% | -0.2% |
| 7D | +11.6% | +2.2% | +9.4% | +11.7% |
| 30D | +7.2% | +4.5% | +2.6% | +7.3% |
| 3M | -5.9% | +6.4% | -12.3% | -5.6% |
| 6M | +11.5% | +18.8% | -7.4% | +12.6% |
| YTD | +6.3% | -15.1% | +21.5% | +12.4% |
| 1Y | +9.1% | -23.4% | +32.5% | +20.2% |
| All | +9.1% | -24.5% | +33.6% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling