+681.1%
P vs GWRE
+131.0%
+550.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.1% |
| 7D | -1.3% | -13.2% | +11.9% | +4.6% |
| 30D | -11.9% | -18.6% | +6.7% | -6.3% |
| 3M | +41.6% | +18.9% | +22.7% | +22.3% |
| 6M | +58.1% | -11.0% | +69.1% | +53.0% |
| YTD | +46.5% | -29.9% | +76.4% | +58.2% |
| 1Y | +19.1% | -44.3% | +63.4% | +44.8% |
| 3Y | +150.6% | +51.7% | +98.9% | +61.3% |
| 5Y | +271.8% | +15.4% | +256.3% | +173.6% |
| All | +681.1% | +131.0% | +550.1% | +283.5% |
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