+72.7%
PL vs GWRE
+15.9%
+56.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.0% | +1.7% | -1.3% |
| 7D | -13.9% | -26.2% | +12.4% | -4.4% |
| 30D | -25.5% | -17.8% | -7.7% | -21.5% |
| 3M | -44.8% | +14.2% | -59.0% | -51.1% |
| 6M | -33.3% | -12.9% | -20.4% | -34.2% |
| YTD | -12.7% | -29.2% | +16.6% | -4.8% |
| 1Y | +90.9% | -44.4% | +135.3% | +139.4% |
| 3Y | +528.5% | +51.1% | +477.4% | +288.4% |
| 5Y | +72.7% | +16.5% | +56.2% | +29.0% |
| All | +72.7% | +15.9% | +56.8% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling