+851.5%
LOW vs GWRE
+741.3%
+110.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -3.7% | -13.2% | +9.5% | -1.0% |
| 30D | -8.9% | -18.6% | +9.7% | -5.8% |
| 3M | -10.4% | +18.9% | -29.3% | -15.0% |
| 6M | -19.4% | -11.0% | -8.4% | -20.0% |
| YTD | -17.1% | -29.9% | +12.8% | -13.7% |
| 1Y | -26.3% | -44.3% | +18.1% | -19.0% |
| 3Y | -9.9% | +51.7% | -61.6% | -25.9% |
| 5Y | +6.1% | +15.4% | -9.3% | -9.3% |
| 10Y | +230.8% | +129.4% | +101.4% | +138.2% |
| All | +851.5% | +741.3% | +110.1% | +545.1% |
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