+26.7%
Q vs GWRE
-36.4%
+63.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -19.9% | +21.6% | -0.6% |
| 7D | +0.2% | -21.1% | +21.3% | -2.2% |
| 30D | -11.1% | +1.3% | -12.4% | -10.6% |
| 3M | -22.1% | +7.4% | -29.6% | -18.5% |
| 6M | +0.5% | +5.6% | -5.1% | +6.2% |
| YTD | +47.8% | -19.2% | +67.0% | +56.7% |
| All | +26.7% | -36.4% | +63.1% | +36.5% |
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 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