+739.6%
RF vs GWRE
+844.2%
-104.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | -1.3% | -7.3% | +6.0% | +0.3% |
| 30D | +4.6% | -4.0% | +8.6% | +5.3% |
| 3M | -8.4% | -10.5% | +2.0% | -7.7% |
| 6M | +8.9% | +17.7% | -8.9% | +0.8% |
| YTD | +8.8% | -21.3% | +30.1% | +10.0% |
| 1Y | +18.9% | -28.0% | +46.9% | +23.0% |
| 3Y | +116.0% | +73.6% | +42.4% | +66.4% |
| 5Y | +46.0% | +26.1% | +19.9% | +20.2% |
| 10Y | +231.7% | +169.2% | +62.5% | +112.9% |
| All | +739.6% | +844.2% | -104.6% | +363.8% |
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 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