+19.0%
MSCI vs GWRE
-24.5%
+43.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.9% | -0.6% | +4.2% |
| 7D | +11.5% | +2.2% | +9.2% | +10.9% |
| 30D | +22.1% | +4.5% | +17.6% | +21.0% |
| 3M | +18.4% | +6.4% | +12.0% | +15.5% |
| 6M | +16.6% | +18.8% | -2.2% | +10.4% |
| YTD | +18.8% | -15.1% | +34.0% | +16.9% |
| 1Y | +19.0% | -23.4% | +42.4% | +17.2% |
| All | +19.0% | -24.5% | +43.5% | +17.2% |
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