+42.1%
RRC vs GWRE
-24.5%
+66.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.9% | -9.5% | -3.8% |
| 7D | -6.8% | +2.2% | -9.0% | -6.9% |
| 30D | +34.7% | +4.5% | +30.2% | +33.8% |
| 3M | +31.5% | +6.4% | +25.1% | +29.7% |
| 6M | +21.8% | +18.8% | +2.9% | +18.2% |
| YTD | +48.9% | -15.1% | +64.0% | +51.1% |
| 1Y | +42.1% | -23.4% | +65.5% | +52.6% |
| All | +42.1% | -24.5% | +66.6% | +52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling