+335.4%
RF vs GWRE
+129.6%
+205.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -1.6% | -30.9% | +29.3% | +6.0% |
| 30D | -4.3% | -20.7% | +16.4% | -0.3% |
| 3M | +5.9% | +20.2% | -14.3% | -0.8% |
| 6M | +14.1% | -11.9% | +26.0% | +13.3% |
| YTD | +13.8% | -30.3% | +44.1% | +19.4% |
| 1Y | +15.2% | -44.6% | +59.9% | +28.7% |
| 3Y | +90.6% | +48.8% | +41.8% | +49.9% |
| 5Y | +88.9% | +14.8% | +74.1% | +57.9% |
| All | +335.4% | +129.6% | +205.8% | +195.8% |
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