+48.4%
RMD vs GWRE
+50.1%
-1.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -4.4% | -13.2% | +8.8% | -3.0% |
| 30D | -3.1% | -18.6% | +15.4% | -1.5% |
| 3M | +13.8% | +18.9% | -5.1% | +11.4% |
| 6M | -8.6% | -11.0% | +2.4% | -8.6% |
| YTD | -8.6% | -29.9% | +21.3% | -5.7% |
| 1Y | -19.7% | -44.3% | +24.7% | -14.3% |
| 3Y | +48.4% | +51.7% | -3.3% | +23.2% |
| All | +48.4% | +50.1% | -1.7% | +23.2% |
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