-65.8%
PL vs GWRE
+18.5%
-84.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.2% | -3.0% |
| 7D | +22.3% | -4.4% | +26.6% | +22.1% |
| 30D | -8.3% | -3.5% | -4.8% | -8.6% |
| 3M | -43.3% | -7.6% | -35.7% | -43.7% |
| 6M | -65.8% | +21.8% | -87.6% | -66.9% |
| All | -65.8% | +18.5% | -84.4% | -66.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling