+1,010.9%
MAR vs GWRE
+741.3%
+269.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -0.5% | -13.2% | +12.7% | +2.7% |
| 30D | -5.4% | -18.6% | +13.2% | -1.8% |
| 3M | -15.5% | +18.9% | -34.4% | -20.8% |
| 6M | +3.0% | -11.0% | +13.9% | +1.7% |
| YTD | +8.5% | -29.9% | +38.4% | +13.4% |
| 1Y | +26.0% | -44.3% | +70.3% | +39.8% |
| 3Y | +68.6% | +51.7% | +16.9% | +34.9% |
| 5Y | +157.4% | +15.4% | +141.9% | +116.7% |
| 10Y | +447.0% | +129.4% | +317.6% | +277.9% |
| All | +1,010.9% | +741.3% | +269.6% | +503.5% |
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