+18.3%
MOD vs GWRE
-45.4%
+63.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -4.0% |
| 7D | -3.9% | -30.9% | +27.0% | -12.6% |
| 30D | -9.6% | -20.7% | +11.1% | -14.1% |
| 3M | -30.6% | +20.2% | -50.7% | -25.5% |
| 6M | -10.9% | -11.9% | +0.9% | -7.9% |
| YTD | +34.3% | -30.3% | +64.6% | +45.5% |
| 1Y | +18.3% | -44.6% | +63.0% | +59.8% |
| All | +18.3% | -45.4% | +63.7% | +59.8% |
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