+89.7%
RF vs GWRE
+51.5%
+38.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.0% | +4.4% | -0.2% |
| 7D | -0.1% | -26.2% | +26.1% | +2.2% |
| 30D | -4.0% | -17.8% | +13.7% | -2.9% |
| 3M | +5.6% | +14.2% | -8.7% | +3.3% |
| 6M | +13.1% | -12.9% | +26.0% | +13.3% |
| YTD | +13.6% | -29.2% | +42.8% | +17.1% |
| 1Y | +16.0% | -44.4% | +60.4% | +24.3% |
| All | +89.7% | +51.5% | +38.2% | +47.8% |
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 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