+18.4%
RRC vs GWRE
-44.7%
+63.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -1.8% | -13.2% | +11.4% | -0.7% |
| 30D | +2.7% | -18.6% | +21.2% | +3.9% |
| 3M | +8.8% | +18.9% | -10.1% | +6.1% |
| 6M | -1.2% | -11.0% | +9.8% | -1.2% |
| YTD | +17.6% | -29.9% | +47.5% | +20.3% |
| 1Y | +18.4% | -44.3% | +62.8% | +25.2% |
| All | +18.4% | -44.7% | +63.1% | +25.2% |
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 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