+348.9%
IT vs GWRE
+736.4%
-387.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.0% |
| 7D | -12.7% | -30.9% | +18.2% | -2.1% |
| 30D | -8.9% | -20.7% | +11.8% | -2.4% |
| 3M | +10.1% | +20.2% | -10.0% | +3.5% |
| 6M | +7.3% | -11.9% | +19.1% | +10.0% |
| YTD | -32.4% | -30.3% | -2.1% | -25.7% |
| 1Y | -26.6% | -44.6% | +18.0% | -14.1% |
| 3Y | -51.8% | +48.8% | -100.6% | -59.0% |
| 5Y | -45.6% | +14.8% | -60.4% | -51.3% |
| 10Y | +92.4% | +128.1% | -35.7% | +42.1% |
| All | +348.9% | +736.4% | -387.5% | +202.1% |
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 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