+26.2%
MAR vs GWRE
-25.4%
+51.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -19.9% | +20.1% | 0.0% |
| 7D | -4.2% | -21.1% | +16.9% | -4.3% |
| 30D | -6.7% | +1.3% | -8.0% | -6.6% |
| 3M | -12.5% | +7.4% | -19.9% | -12.9% |
| 6M | +0.6% | +5.6% | -5.0% | +0.6% |
| YTD | +9.1% | -19.2% | +28.3% | +7.4% |
| 1Y | +26.2% | -25.1% | +51.4% | +24.1% |
| All | +26.2% | -25.4% | +51.6% | +24.1% |
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