+13.2%
M vs GWRE
+793.8%
-780.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.8% | +5.2% | -0.7% |
| 7D | +2.4% | -25.6% | +27.9% | +8.9% |
| 30D | -11.6% | -12.2% | +0.6% | -9.9% |
| 3M | +1.6% | +17.7% | -16.1% | -4.7% |
| 6M | +25.2% | -11.3% | +36.6% | +24.2% |
| YTD | +3.8% | -25.5% | +29.3% | +7.0% |
| 1Y | +36.3% | -42.8% | +79.2% | +51.2% |
| 3Y | +116.3% | +59.0% | +57.3% | +71.9% |
| 5Y | +28.2% | +21.6% | +6.6% | +6.4% |
| 10Y | -3.4% | +139.2% | -142.6% | -32.7% |
| All | +13.2% | +793.8% | -780.6% | -38.9% |
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