+550.0%
PL vs GWRE
+66.3%
+483.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.8% | +6.1% | +0.2% |
| 7D | -7.5% | -25.6% | +18.0% | -1.6% |
| 30D | -25.6% | -12.2% | -13.4% | -24.5% |
| 3M | -45.6% | +17.7% | -63.3% | -50.2% |
| 6M | -29.5% | -11.3% | -18.2% | -28.9% |
| YTD | -9.7% | -25.5% | +15.8% | -2.4% |
| 1Y | +84.4% | -42.8% | +127.2% | +125.4% |
| 3Y | +550.0% | +59.0% | +491.0% | +340.7% |
| All | +550.0% | +66.3% | +483.7% | +340.7% |
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