+558.6%
QQQ vs GWRE
+131.0%
+427.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -0.6% | -13.2% | +12.7% | +3.5% |
| 30D | -1.2% | -18.6% | +17.4% | +3.4% |
| 3M | -0.2% | +18.9% | -19.1% | -8.9% |
| 6M | +17.9% | -11.0% | +28.9% | +16.1% |
| YTD | +16.6% | -29.9% | +46.5% | +24.0% |
| 1Y | +23.0% | -44.3% | +67.3% | +42.0% |
| 3Y | +92.9% | +51.7% | +41.3% | +39.4% |
| 5Y | +95.6% | +15.4% | +80.2% | +53.3% |
| All | +558.6% | +131.0% | +427.6% | +293.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling