-22.2%
ON vs GWRE
+50.1%
-72.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.6% | +7.9% | +8.5% |
| 7D | +2.4% | -13.2% | +15.6% | +3.2% |
| 30D | -8.6% | -18.6% | +10.0% | -7.9% |
| 3M | -34.3% | +18.9% | -53.2% | -36.3% |
| 6M | +28.5% | -11.0% | +39.5% | +30.8% |
| YTD | +40.6% | -29.9% | +70.5% | +53.2% |
| 1Y | +55.3% | -44.3% | +99.7% | +82.7% |
| 3Y | -22.2% | +51.7% | -73.9% | -39.8% |
| All | -22.2% | +50.1% | -72.3% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling