+210.4%
MGY vs GWRE
+103.7%
+106.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +3.5% | -13.2% | +16.8% | +6.3% |
| 30D | +5.3% | -18.6% | +23.9% | +8.6% |
| 3M | +2.6% | +18.9% | -16.3% | -3.2% |
| 6M | -3.3% | -11.0% | +7.7% | -3.9% |
| YTD | +29.2% | -29.9% | +59.1% | +35.1% |
| 1Y | +18.0% | -44.3% | +62.4% | +30.5% |
| 3Y | +30.0% | +51.7% | -21.7% | +4.6% |
| 5Y | +92.7% | +15.4% | +77.2% | +65.7% |
| All | +210.4% | +103.7% | +106.7% | +130.3% |
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