+40.4%
PL vs GWRE
+51.9%
-11.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.2% | -3.5% |
| 7D | +22.3% | -4.4% | +26.6% | +23.9% |
| 30D | -8.3% | -3.5% | -4.8% | -8.2% |
| 3M | -43.3% | -7.6% | -35.7% | -44.0% |
| 6M | -65.8% | +21.8% | -87.6% | -71.1% |
| YTD | -29.5% | -20.4% | -9.1% | -28.0% |
| 1Y | +11.7% | -27.6% | +39.3% | +20.6% |
| 3Y | +540.6% | +75.7% | +464.9% | +272.2% |
| 5Y | +32.9% | +27.8% | +5.1% | -12.3% |
| All | +40.4% | +51.9% | -11.5% | -8.1% |
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