-4.7%
REPL vs GWRE
+50.3%
-55.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.0% | +2.8% | -0.2% |
| 7D | -9.6% | -26.2% | +16.6% | +0.5% |
| 30D | +5.7% | -17.8% | +23.5% | +11.8% |
| 3M | +56.4% | +14.2% | +42.1% | +36.0% |
| 6M | +67.4% | -12.9% | +80.3% | +56.8% |
| YTD | +48.7% | -29.2% | +77.9% | +53.5% |
| 1Y | +148.3% | -44.4% | +192.7% | +192.4% |
| 3Y | -26.7% | +51.1% | -77.8% | -53.5% |
| 5Y | -54.1% | +16.5% | -70.7% | -67.7% |
| All | -4.7% | +50.3% | -55.0% | -45.7% |
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 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