+284.9%
IR vs GWRE
+145.4%
+139.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.8% | +6.2% | +0.3% |
| 7D | +0.6% | -25.6% | +26.2% | +7.2% |
| 30D | -13.6% | -12.2% | -1.4% | -11.9% |
| 3M | +3.7% | +17.7% | -14.0% | -3.0% |
| 6M | -13.1% | -11.3% | -1.7% | -13.7% |
| YTD | -5.1% | -25.5% | +20.4% | -1.6% |
| 1Y | -6.5% | -42.8% | +36.4% | +5.6% |
| 3Y | +8.5% | +59.0% | -50.5% | -17.9% |
| 5Y | +43.3% | +21.6% | +21.7% | +16.4% |
| All | +284.9% | +145.4% | +139.5% | +165.9% |
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