+29.7%
Q vs GWRE
-45.1%
+74.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.9% |
| 7D | +4.1% | -30.9% | +35.0% | +0.1% |
| 30D | -10.7% | -20.7% | +10.0% | -12.6% |
| 3M | -11.7% | +20.2% | -31.8% | -9.7% |
| 6M | +8.3% | -11.9% | +20.2% | +13.9% |
| YTD | +51.3% | -30.3% | +81.6% | +57.7% |
| All | +29.7% | -45.1% | +74.9% | +37.4% |
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 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