+9.0%
MSFT vs GWRE
-24.5%
+33.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.9% | +0.7% | +5.3% |
| 7D | +4.7% | +2.2% | +2.5% | +4.1% |
| 30D | +5.8% | +4.5% | +1.3% | +4.4% |
| 3M | +13.0% | +6.4% | +6.6% | +9.3% |
| 6M | +34.9% | +18.8% | +16.1% | +23.0% |
| YTD | +15.7% | -15.1% | +30.8% | +14.0% |
| 1Y | +9.0% | -23.4% | +32.4% | +11.1% |
| All | +9.0% | -24.5% | +33.5% | +11.1% |
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 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