-30.3%
PL vs GWRE
+8.1%
-38.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -19.9% | +18.7% | -1.9% |
| 7D | -9.3% | -21.1% | +11.8% | -9.9% |
| 30D | -18.9% | +1.3% | -20.2% | -19.0% |
| 3M | -58.4% | +7.4% | -65.8% | -57.9% |
| 6M | -30.3% | +5.6% | -35.9% | -24.2% |
| All | -30.3% | +8.1% | -38.4% | -24.2% |
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 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