+1,849.4%
MSCI vs GWRE
+793.8%
+1,055.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.8% | +4.1% | -1.4% |
| 7D | -2.1% | -25.6% | +23.5% | +6.2% |
| 30D | -1.7% | -12.2% | +10.5% | +1.0% |
| 3M | -8.2% | +17.7% | -25.9% | -14.7% |
| 6M | -2.4% | -11.3% | +8.9% | -2.4% |
| YTD | -2.8% | -25.5% | +22.7% | +2.0% |
| 1Y | -2.7% | -42.8% | +40.2% | +11.2% |
| 3Y | +7.3% | +59.0% | -51.7% | -18.8% |
| 5Y | -11.4% | +21.6% | -33.0% | -28.4% |
| 10Y | +605.8% | +139.2% | +466.6% | +368.9% |
| All | +1,849.4% | +793.8% | +1,055.6% | +1,009.2% |
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 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