+35.8%
IR vs GWRE
+15.1%
+20.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -4.5% | -13.2% | +8.7% | -2.2% |
| 30D | -13.9% | -18.6% | +4.6% | -11.6% |
| 3M | -0.3% | +18.9% | -19.2% | -5.4% |
| 6M | -14.3% | -11.0% | -3.4% | -14.8% |
| YTD | -7.9% | -29.9% | +22.0% | -3.0% |
| 1Y | -9.9% | -44.3% | +34.4% | +1.2% |
| 3Y | +6.5% | +51.7% | -45.1% | -16.2% |
| All | +35.8% | +15.1% | +20.8% | +21.1% |
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