+1,239.3%
QQQ vs GWRE
+741.3%
+498.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -0.6% | -13.2% | +12.7% | +3.1% |
| 30D | -1.2% | -18.6% | +17.4% | +3.0% |
| 3M | -0.2% | +18.9% | -19.1% | -7.7% |
| 6M | +17.9% | -11.0% | +28.9% | +16.4% |
| YTD | +16.6% | -29.9% | +46.5% | +22.7% |
| 1Y | +23.0% | -44.3% | +67.3% | +38.4% |
| 3Y | +92.9% | +51.7% | +41.3% | +51.3% |
| 5Y | +95.6% | +15.4% | +80.2% | +62.4% |
| 10Y | +570.4% | +129.4% | +440.9% | +358.6% |
| All | +1,239.3% | +741.3% | +498.0% | +694.9% |
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