-34.7%
REPL vs GWRE
+50.1%
-84.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | -14.1% | -13.2% | -0.9% | -11.8% |
| 30D | -15.2% | -18.6% | +3.4% | -12.7% |
| 3M | +49.9% | +18.9% | +31.0% | +35.1% |
| 6M | +63.5% | -11.0% | +74.5% | +60.0% |
| YTD | +32.9% | -29.9% | +62.8% | +42.8% |
| 1Y | +115.0% | -44.3% | +159.3% | +153.5% |
| 3Y | -34.7% | +51.7% | -86.4% | -38.9% |
| All | -34.7% | +50.1% | -84.8% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling