+557.6%
PL vs GWRE
+73.3%
+484.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.1% |
| 7D | +5.6% | -3.5% | +9.1% | +6.1% |
| 30D | -16.9% | -7.1% | -9.9% | -16.3% |
| 3M | -38.2% | -10.1% | -28.1% | -38.3% |
| 6M | -63.4% | +12.3% | -75.7% | -66.1% |
| YTD | -27.6% | -22.7% | -5.0% | -23.4% |
| 1Y | +6.6% | -28.6% | +35.2% | +16.9% |
| 3Y | +557.6% | +70.7% | +486.9% | +390.2% |
| All | +557.6% | +73.3% | +484.3% | +390.2% |
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