+83.0%
PL vs GWRE
+54.2%
+28.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -19.9% | +18.7% | +6.4% |
| 7D | -9.3% | -21.1% | +11.8% | -2.0% |
| 30D | -18.9% | +1.3% | -20.2% | -21.4% |
| 3M | -58.4% | +7.4% | -65.8% | -61.1% |
| 6M | -30.3% | +5.6% | -35.9% | -36.8% |
| YTD | -8.1% | -19.2% | +11.1% | -4.9% |
| 1Y | +180.5% | -25.1% | +205.6% | +197.3% |
| 3Y | +444.1% | +87.7% | +356.4% | +205.5% |
| 5Y | +83.0% | +32.0% | +51.0% | +22.6% |
| All | +83.0% | +54.2% | +28.8% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling