+20.6%
MSFT vs GWRE
-14.5%
+35.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | +0.6% |
| 7D | -1.0% | -26.2% | +25.2% | +4.9% |
| 30D | -2.7% | -17.8% | +15.1% | +0.5% |
| 3M | +22.1% | +14.2% | +7.9% | +12.2% |
| 6M | +20.6% | -12.9% | +33.5% | +19.3% |
| All | +20.6% | -14.5% | +35.1% | +19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling