+43.1%
MOD vs GWRE
-25.4%
+68.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -19.9% | +24.2% | -0.8% |
| 7D | +9.6% | -21.1% | +30.7% | +3.8% |
| 30D | 0.0% | +1.3% | -1.3% | +1.6% |
| 3M | -35.4% | +7.4% | -42.8% | -31.2% |
| 6M | -7.3% | +5.6% | -12.9% | -0.2% |
| YTD | +45.8% | -19.2% | +65.0% | +58.6% |
| 1Y | +43.1% | -25.1% | +68.3% | +60.0% |
| All | +43.1% | -25.4% | +68.5% | +60.0% |
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