-9.8%
MSCI vs GWRE
+16.2%
-26.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.0% | +5.6% | +2.0% |
| 7D | -1.1% | -26.2% | +25.1% | +6.8% |
| 30D | -1.2% | -17.8% | +16.6% | +3.1% |
| 3M | -8.4% | +14.2% | -22.6% | -13.9% |
| 6M | -1.0% | -12.9% | +11.9% | -0.5% |
| YTD | -2.3% | -29.2% | +27.0% | +4.4% |
| 1Y | -1.2% | -44.4% | +43.3% | +14.2% |
| 3Y | +7.9% | +51.1% | -43.2% | -24.3% |
| All | -9.8% | +16.2% | -26.0% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling