-20.4%
ROP vs GWRE
+50.1%
-70.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -4.6% | -13.2% | +8.6% | -1.7% |
| 30D | -1.7% | -18.6% | +16.9% | +2.1% |
| 3M | +17.1% | +18.9% | -1.8% | +12.4% |
| 6M | +10.9% | -11.0% | +21.8% | +11.4% |
| YTD | -12.1% | -29.9% | +17.8% | -9.0% |
| 1Y | -24.2% | -44.3% | +20.1% | -18.9% |
| 3Y | -20.4% | +51.7% | -72.0% | -31.2% |
| All | -20.4% | +50.1% | -70.5% | -31.2% |
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