+134.2%
RBRK vs GWRE
+25.9%
+108.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.8% |
| 7D | -7.5% | -13.2% | +5.7% | -1.2% |
| 30D | -10.4% | -18.6% | +8.2% | -3.5% |
| 3M | +21.3% | +18.9% | +2.4% | +5.3% |
| 6M | +50.6% | -11.0% | +61.6% | +51.7% |
| YTD | +13.3% | -29.9% | +43.2% | +25.7% |
| 1Y | +11.2% | -44.3% | +55.6% | +36.3% |
| All | +134.2% | +25.9% | +108.3% | +100.7% |
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