+128.4%
POET vs GWRE
+50.1%
+78.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.5% |
| 7D | +0.4% | -13.2% | +13.6% | +2.1% |
| 30D | -10.4% | -18.6% | +8.2% | -9.5% |
| 3M | -29.3% | +18.9% | -48.2% | -35.5% |
| 6M | +6.9% | -11.0% | +17.8% | +6.7% |
| YTD | +25.6% | -29.9% | +55.5% | +34.2% |
| 1Y | +49.2% | -44.3% | +93.5% | +73.9% |
| 3Y | +128.4% | +51.7% | +76.8% | +91.7% |
| All | +128.4% | +50.1% | +78.4% | +91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling