+791.8%
RF vs GWRE
+869.7%
-77.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -19.9% | +19.9% | +4.6% |
| 7D | +1.3% | -21.1% | +22.4% | +6.3% |
| 30D | -3.6% | +1.3% | -4.9% | -5.0% |
| 3M | +8.1% | +7.4% | +0.6% | +4.0% |
| 6M | +11.5% | +5.6% | +5.9% | +5.9% |
| YTD | +15.6% | -19.2% | +34.8% | +17.0% |
| 1Y | +15.7% | -25.1% | +40.8% | +18.3% |
| 3Y | +86.9% | +87.7% | -0.8% | +41.7% |
| 5Y | +89.8% | +32.0% | +57.8% | +55.2% |
| 10Y | +344.7% | +157.8% | +186.9% | +190.9% |
| All | +791.8% | +869.7% | -77.9% | +393.4% |
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 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