+33.0%
Q vs GWRE
-44.8%
+77.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.6% |
| 7D | +4.9% | -13.2% | +18.2% | +3.3% |
| 30D | -11.0% | -18.6% | +7.6% | -12.6% |
| 3M | -15.2% | +18.9% | -34.1% | -13.1% |
| 6M | +8.8% | -11.0% | +19.8% | +14.4% |
| YTD | +55.1% | -29.9% | +85.0% | +61.8% |
| All | +33.0% | -44.8% | +77.8% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling