+620.6%
MSCI vs GWRE
+131.0%
+489.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -3.2% | -13.2% | +10.0% | +1.8% |
| 30D | -1.1% | -18.6% | +17.4% | +4.8% |
| 3M | -6.3% | +18.9% | -25.2% | -14.7% |
| 6M | +2.1% | -11.0% | +13.1% | +1.6% |
| YTD | -2.3% | -29.9% | +27.6% | +5.9% |
| 1Y | -3.9% | -44.3% | +40.4% | +14.0% |
| 3Y | +7.5% | +51.7% | -44.2% | -26.2% |
| 5Y | -9.8% | +15.4% | -25.2% | -31.2% |
| All | +620.6% | +131.0% | +489.6% | +295.4% |
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 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