-18.0%
POET vs GWRE
-24.5%
+6.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.9% | -10.1% | -3.6% |
| 7D | -16.4% | +2.2% | -18.7% | -16.2% |
| 30D | -37.5% | +4.5% | -42.0% | -37.3% |
| 3M | -43.1% | +6.4% | -49.5% | -43.3% |
| 6M | -31.4% | +18.8% | -50.2% | -28.2% |
| YTD | -22.9% | -15.1% | -7.8% | -14.9% |
| 1Y | -18.0% | -23.4% | +5.4% | +3.4% |
| All | -18.0% | -24.5% | +6.5% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling