+59.8%
ON vs GWRE
+15.1%
+44.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.6% | +7.9% | +8.4% |
| 7D | +2.4% | -13.2% | +15.6% | +6.2% |
| 30D | -8.6% | -18.6% | +10.0% | -5.0% |
| 3M | -34.3% | +18.9% | -53.2% | -40.9% |
| 6M | +28.5% | -11.0% | +39.5% | +25.4% |
| YTD | +40.6% | -29.9% | +70.5% | +51.8% |
| 1Y | +55.3% | -44.3% | +99.7% | +88.2% |
| 3Y | -22.2% | +51.7% | -73.9% | -52.3% |
| All | +59.8% | +15.1% | +44.8% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling