+642.9%
MRSH vs GWRE
+741.3%
-98.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -4.8% | -13.2% | +8.5% | -2.4% |
| 30D | -6.3% | -18.6% | +12.3% | -3.5% |
| 3M | +5.8% | +18.9% | -13.1% | +1.7% |
| 6M | +2.8% | -11.0% | +13.7% | +2.8% |
| YTD | -3.1% | -29.9% | +26.8% | +0.5% |
| 1Y | -11.3% | -44.3% | +33.1% | -4.2% |
| 3Y | -5.0% | +51.7% | -56.6% | -17.9% |
| 5Y | +19.2% | +15.4% | +3.7% | +6.2% |
| 10Y | +217.4% | +129.4% | +87.9% | +144.8% |
| All | +642.9% | +741.3% | -98.4% | +424.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling