+878.4%
MSFT vs GWRE
+131.0%
+747.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.4% |
| 7D | -0.8% | -13.2% | +12.4% | +4.1% |
| 30D | +0.8% | -18.6% | +19.4% | +6.9% |
| 3M | +27.2% | +18.9% | +8.3% | +15.3% |
| 6M | +22.9% | -11.0% | +33.9% | +22.2% |
| YTD | +3.1% | -29.9% | +33.0% | +11.7% |
| 1Y | -0.3% | -44.3% | +44.1% | +17.5% |
| 3Y | +50.1% | +51.7% | -1.6% | +7.5% |
| 5Y | +74.6% | +15.4% | +59.2% | +36.7% |
| All | +878.4% | +131.0% | +747.4% | +463.2% |
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 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