+5.4%
MOD vs GWRE
-28.5%
+33.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.1% | +29.0% | +27.5% |
| 7D | +40.4% | -2.0% | +42.4% | +39.6% |
| 30D | -14.0% | -4.1% | -9.9% | -14.2% |
| 3M | -33.3% | -13.4% | -20.0% | -34.8% |
| 6M | -51.4% | +26.0% | -77.4% | -43.6% |
| YTD | +1.6% | -21.3% | +22.9% | +7.1% |
| 1Y | +5.4% | -27.5% | +32.9% | +19.4% |
| All | +5.4% | -28.5% | +33.9% | +19.4% |
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