-14.8%
REPL vs GWRE
+48.9%
-63.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.7% |
| 7D | -14.1% | -13.2% | -0.9% | -9.2% |
| 30D | -15.2% | -18.6% | +3.4% | -9.9% |
| 3M | +49.9% | +18.9% | +31.0% | +27.6% |
| 6M | +63.5% | -11.0% | +74.5% | +51.3% |
| YTD | +32.9% | -29.9% | +62.8% | +37.8% |
| 1Y | +115.0% | -44.3% | +159.3% | +152.9% |
| 3Y | -34.7% | +51.7% | -86.4% | -58.7% |
| 5Y | -59.7% | +15.4% | -75.1% | -71.5% |
| All | -14.8% | +48.9% | -63.7% | -51.3% |
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