+50.7%
O vs GWRE
+131.0%
-80.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -2.9% | -13.2% | +10.4% | -0.9% |
| 30D | -4.5% | -18.6% | +14.1% | -2.2% |
| 3M | -2.6% | +18.9% | -21.5% | -6.3% |
| 6M | -5.6% | -11.0% | +5.3% | -6.0% |
| YTD | +9.3% | -29.9% | +39.2% | +13.1% |
| 1Y | +4.3% | -44.3% | +48.6% | +12.7% |
| 3Y | +27.4% | +51.7% | -24.2% | +6.2% |
| 5Y | +17.1% | +15.4% | +1.6% | +2.2% |
| All | +50.7% | +131.0% | -80.2% | +16.4% |
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