+1,064.5%
MOD vs GWRE
+167.6%
+896.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.1% | +29.0% | +28.1% |
| 7D | +40.4% | -2.0% | +42.4% | +40.9% |
| 30D | -14.0% | -4.1% | -9.9% | -14.1% |
| 3M | -33.3% | -13.4% | -20.0% | -33.0% |
| 6M | -51.4% | +26.0% | -77.4% | -56.5% |
| YTD | +1.6% | -21.3% | +22.9% | +1.8% |
| 1Y | +5.4% | -27.5% | +32.9% | +8.7% |
| 3Y | +191.0% | +72.7% | +118.3% | +117.0% |
| 5Y | +1,093.1% | +26.4% | +1,066.8% | +868.4% |
| All | +1,064.5% | +167.6% | +896.9% | +541.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling