+47.5%
ROK vs GWRE
+15.1%
+32.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -1.2% | -13.2% | +12.0% | +1.0% |
| 30D | -4.8% | -18.6% | +13.8% | -2.4% |
| 3M | -6.1% | +18.9% | -25.0% | -11.3% |
| 6M | +15.5% | -11.0% | +26.4% | +14.6% |
| YTD | +11.2% | -29.9% | +41.1% | +16.6% |
| 1Y | +23.8% | -44.3% | +68.2% | +38.2% |
| 3Y | +53.1% | +51.7% | +1.4% | +19.7% |
| All | +47.5% | +15.1% | +32.4% | +25.1% |
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