+2,037.2%
MSFT vs GWRE
+749.2%
+1,288.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | +1.0% |
| 7D | -1.0% | -26.2% | +25.2% | +7.5% |
| 30D | -2.7% | -17.8% | +15.1% | +2.1% |
| 3M | +22.1% | +14.2% | +7.9% | +14.1% |
| 6M | +20.6% | -12.9% | +33.5% | +21.2% |
| YTD | +2.3% | -29.2% | +31.5% | +9.2% |
| 1Y | -0.5% | -44.4% | +43.9% | +14.1% |
| 3Y | +50.5% | +51.1% | -0.6% | +18.5% |
| 5Y | +72.3% | +16.5% | +55.8% | +43.4% |
| 10Y | +885.0% | +131.6% | +753.4% | +572.4% |
| All | +2,037.2% | +749.2% | +1,288.0% | +1,191.8% |
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