+242.0%
O vs GWRE
+749.2%
-507.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.5% | -0.9% |
| 7D | -2.3% | -26.2% | +23.9% | +0.9% |
| 30D | -2.4% | -17.8% | +15.3% | -0.7% |
| 3M | -0.6% | +14.2% | -14.8% | -3.0% |
| 6M | -5.0% | -12.9% | +7.9% | -5.0% |
| YTD | +10.4% | -29.2% | +39.6% | +13.0% |
| 1Y | +6.6% | -44.4% | +51.0% | +12.8% |
| 3Y | +28.4% | +51.1% | -22.7% | +14.3% |
| 5Y | +15.3% | +16.5% | -1.2% | +4.6% |
| 10Y | +55.3% | +131.6% | -76.3% | +30.0% |
| All | +242.0% | +749.2% | -507.2% | +165.6% |
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