+535.2%
P vs GWRE
+185.1%
+350.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | +11.6% | -2.0% | +13.6% | +12.5% |
| 30D | -23.7% | -4.1% | -19.6% | -23.4% |
| 3M | -8.0% | -13.4% | +5.4% | -6.6% |
| 6M | +27.9% | +26.0% | +1.9% | +4.4% |
| YTD | +61.2% | -21.3% | +82.4% | +61.8% |
| 1Y | +28.6% | -27.5% | +56.1% | +34.4% |
| 3Y | +200.5% | +72.7% | +127.8% | +80.6% |
| 5Y | +282.9% | +26.4% | +256.6% | +167.9% |
| 10Y | +665.9% | +169.3% | +496.6% | +243.3% |
| All | +535.2% | +185.1% | +350.1% | +189.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling