-58.7%
REPL vs GWRE
+14.4%
-73.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.5% | -6.9% | -7.9% |
| 7D | -13.4% | -30.9% | +17.5% | -3.2% |
| 30D | -3.0% | -20.7% | +17.7% | +2.9% |
| 3M | +56.3% | +20.2% | +36.2% | +34.4% |
| 6M | +60.9% | -11.9% | +72.7% | +52.0% |
| YTD | +36.2% | -30.3% | +66.5% | +43.7% |
| 1Y | +121.0% | -44.6% | +165.7% | +163.3% |
| 3Y | -32.8% | +48.8% | -81.6% | -55.7% |
| 5Y | -58.7% | +14.8% | -73.4% | -70.4% |
| All | -58.7% | +14.4% | -73.1% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling