+195.1%
RL vs GWRE
+793.8%
-598.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.8% | +6.7% | +0.7% |
| 7D | +1.9% | -25.6% | +27.4% | +8.1% |
| 30D | -12.2% | -12.2% | 0.0% | -10.6% |
| 3M | -6.6% | +17.7% | -24.3% | -12.3% |
| 6M | +3.2% | -11.3% | +14.5% | +2.0% |
| YTD | -1.3% | -25.5% | +24.2% | +1.5% |
| 1Y | +13.6% | -42.8% | +56.4% | +25.4% |
| 3Y | +210.9% | +59.0% | +151.9% | +150.6% |
| 5Y | +246.9% | +21.6% | +225.3% | +191.3% |
| 10Y | +310.1% | +139.2% | +170.9% | +186.6% |
| All | +195.1% | +793.8% | -598.7% | +72.0% |
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