-4.0%
M vs GWRE
+131.0%
-135.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.6% | +7.1% | +7.5% |
| 7D | -4.2% | -13.2% | +9.0% | -0.5% |
| 30D | -7.2% | -18.6% | +11.4% | -3.3% |
| 3M | -11.1% | +18.9% | -30.0% | -17.8% |
| 6M | +28.8% | -11.0% | +39.7% | +27.1% |
| YTD | +2.0% | -29.9% | +31.9% | +7.8% |
| 1Y | +31.3% | -44.3% | +75.6% | +50.0% |
| 3Y | +119.1% | +51.7% | +67.4% | +63.2% |
| 5Y | +29.7% | +15.4% | +14.2% | +2.6% |
| All | -4.0% | +131.0% | -135.0% | -38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling