+90.9%
PL vs GWRE
-45.7%
+136.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.0% | +1.7% | -3.1% |
| 7D | -13.9% | -26.2% | +12.4% | -13.1% |
| 30D | -25.5% | -17.8% | -7.7% | -25.2% |
| 3M | -44.8% | +14.2% | -59.0% | -46.3% |
| 6M | -33.3% | -12.9% | -20.4% | -29.9% |
| YTD | -12.7% | -29.2% | +16.6% | -0.5% |
| 1Y | +90.9% | -44.4% | +135.3% | +147.1% |
| All | +90.9% | -45.7% | +136.7% | +147.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling