+230.6%
RL vs GWRE
+14.4%
+216.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | -2.2% | -30.9% | +28.8% | +4.4% |
| 30D | -15.3% | -20.7% | +5.3% | -12.4% |
| 3M | -10.3% | +20.2% | -30.5% | -16.1% |
| 6M | -2.2% | -11.9% | +9.6% | -3.0% |
| YTD | -4.3% | -30.3% | +26.0% | +1.0% |
| 1Y | +8.9% | -44.6% | +53.5% | +23.4% |
| 3Y | +201.4% | +48.8% | +152.6% | +131.8% |
| 5Y | +230.6% | +14.8% | +215.8% | +158.1% |
| All | +230.6% | +14.4% | +216.1% | +158.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling