-9.9%
LOW vs GWRE
+50.1%
-60.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -3.7% | -13.2% | +9.5% | -2.8% |
| 30D | -8.9% | -18.6% | +9.7% | -7.9% |
| 3M | -10.4% | +18.9% | -29.3% | -12.0% |
| 6M | -19.4% | -11.0% | -8.4% | -19.4% |
| YTD | -17.1% | -29.9% | +12.8% | -14.6% |
| 1Y | -26.3% | -44.3% | +18.1% | -21.6% |
| 3Y | -9.9% | +51.7% | -61.6% | -25.4% |
| All | -9.9% | +50.1% | -60.0% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling