+1,267.5%
NDAQ vs GWRE
+749.2%
+518.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.0% | +4.1% | +0.2% |
| 7D | -1.6% | -26.2% | +24.6% | +4.6% |
| 30D | -1.5% | -17.8% | +16.3% | +2.1% |
| 3M | +8.0% | +14.2% | -6.2% | +3.4% |
| 6M | +7.7% | -12.9% | +20.6% | +8.3% |
| YTD | -2.3% | -29.2% | +26.9% | +2.2% |
| 1Y | +0.6% | -44.4% | +45.0% | +10.9% |
| 3Y | +90.9% | +51.1% | +39.8% | +62.9% |
| 5Y | +52.5% | +16.5% | +35.9% | +34.5% |
| 10Y | +380.3% | +131.6% | +248.7% | +262.3% |
| All | +1,267.5% | +749.2% | +518.3% | +810.5% |
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