+1,139.1%
PSX vs GWRE
+409.6%
+729.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.0% | +5.6% | +1.6% |
| 7D | +1.8% | -26.2% | +28.0% | +7.3% |
| 30D | +21.6% | -17.8% | +39.4% | +25.2% |
| 3M | +46.5% | +14.2% | +32.2% | +39.9% |
| 6M | +62.0% | -12.9% | +74.9% | +61.9% |
| YTD | +106.3% | -29.2% | +135.6% | +114.0% |
| 1Y | +103.0% | -44.4% | +147.4% | +121.4% |
| 3Y | +135.5% | +51.1% | +84.5% | +97.7% |
| 5Y | +368.5% | +16.5% | +352.0% | +309.3% |
| 10Y | +386.6% | +131.6% | +255.0% | +247.2% |
| All | +1,139.1% | +409.6% | +729.5% | +666.6% |
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