+32.0%
Q vs GWRE
-44.3%
+76.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.0% | +6.8% | +1.2% |
| 7D | +6.6% | -26.2% | +32.8% | +3.3% |
| 30D | -6.6% | -17.8% | +11.2% | -8.2% |
| 3M | -13.2% | +14.2% | -27.5% | -10.9% |
| 6M | +9.9% | -12.9% | +22.8% | +16.4% |
| YTD | +53.9% | -29.2% | +83.2% | +60.8% |
| All | +32.0% | -44.3% | +76.3% | +40.1% |
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