+37.2%
M vs GWRE
-24.5%
+61.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.9% | +1.7% | +7.4% |
| 7D | +8.3% | +2.2% | +6.0% | +8.1% |
| 30D | +14.2% | +4.5% | +9.6% | +14.0% |
| 3M | -1.1% | +6.4% | -7.5% | -1.8% |
| 6M | +36.6% | +18.8% | +17.8% | +35.4% |
| YTD | +19.8% | -15.1% | +34.9% | +23.1% |
| 1Y | +37.2% | -23.4% | +60.6% | +51.1% |
| All | +37.2% | -24.5% | +61.7% | +51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling