+363.0%
NDAQ vs GWRE
+131.0%
+232.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.7% |
| 7D | -5.6% | -13.2% | +7.7% | -2.2% |
| 30D | -4.4% | -18.6% | +14.2% | -0.2% |
| 3M | +5.9% | +18.9% | -13.0% | -0.4% |
| 6M | +7.7% | -11.0% | +18.7% | +7.6% |
| YTD | -5.2% | -29.9% | +24.7% | +0.2% |
| 1Y | -3.4% | -44.3% | +41.0% | +8.3% |
| 3Y | +85.6% | +51.7% | +33.9% | +51.2% |
| 5Y | +49.5% | +15.4% | +34.0% | +28.4% |
| All | +363.0% | +131.0% | +232.1% | +226.0% |
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