+273.7%
IR vs GWRE
+131.0%
+142.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -4.5% | -13.2% | +8.7% | -1.2% |
| 30D | -13.9% | -18.6% | +4.6% | -10.6% |
| 3M | -0.3% | +18.9% | -19.2% | -7.1% |
| 6M | -14.3% | -11.0% | -3.4% | -15.4% |
| YTD | -7.9% | -29.9% | +22.0% | -3.0% |
| 1Y | -9.9% | -44.3% | +34.4% | +2.0% |
| 3Y | +6.5% | +51.7% | -45.1% | -18.6% |
| 5Y | +34.0% | +15.4% | +18.6% | +10.1% |
| All | +273.7% | +131.0% | +142.7% | +162.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling