-24.1%
OPEN vs GWRE
+49.2%
-73.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.1% |
| 7D | -10.5% | -30.9% | +20.4% | +1.3% |
| 30D | -21.8% | -20.7% | -1.1% | -16.6% |
| 3M | -37.5% | +20.2% | -57.7% | -45.2% |
| 6M | -44.1% | -11.9% | -32.3% | -44.3% |
| YTD | -52.0% | -30.3% | -21.7% | -46.9% |
| 1Y | -52.2% | -44.6% | -7.6% | -40.7% |
| All | -24.1% | +49.2% | -73.3% | -62.0% |
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