+147.7%
P vs GWRE
+51.5%
+96.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.0% | +1.0% | -3.0% |
| 7D | +5.0% | -26.2% | +31.2% | +11.2% |
| 30D | -0.9% | -17.8% | +16.8% | +1.8% |
| 3M | +38.7% | +14.2% | +24.4% | +28.8% |
| 6M | +54.4% | -12.9% | +67.3% | +55.1% |
| YTD | +44.8% | -29.2% | +74.1% | +56.0% |
| 1Y | +22.5% | -44.4% | +67.0% | +44.7% |
| All | +147.7% | +51.5% | +96.2% | +70.8% |
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