-74.2%
OPEN vs GWRE
+32.2%
-106.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.8% |
| 7D | -11.4% | -13.2% | +1.8% | -1.6% |
| 30D | -20.1% | -18.6% | -1.5% | -11.0% |
| 3M | -37.6% | +18.9% | -56.5% | -51.8% |
| 6M | -47.1% | -11.0% | -36.1% | -49.9% |
| YTD | -52.1% | -29.9% | -22.3% | -44.7% |
| 1Y | -73.5% | -44.3% | -29.1% | -61.7% |
| 3Y | -24.4% | +51.7% | -76.1% | -74.1% |
| 5Y | -85.1% | +15.4% | -100.6% | -93.2% |
| All | -74.2% | +32.2% | -106.4% | -89.7% |
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