+10.5%
MO vs GWRE
-25.4%
+35.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -19.9% | +19.1% | -0.7% |
| 7D | +0.3% | -21.1% | +21.4% | +0.6% |
| 30D | +0.6% | +1.3% | -0.7% | +0.7% |
| 3M | -1.0% | +7.4% | -8.4% | -1.2% |
| 6M | +4.3% | +5.6% | -1.3% | +4.6% |
| YTD | +23.3% | -19.2% | +42.5% | +23.7% |
| 1Y | +10.5% | -25.1% | +35.6% | +11.2% |
| All | +10.5% | -25.4% | +35.9% | +11.2% |
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