+32.8%
RRC vs GWRE
+50.1%
-17.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -2.0% | -13.2% | +11.2% | -0.3% |
| 30D | +2.4% | -18.6% | +21.0% | +4.5% |
| 3M | +8.6% | +18.9% | -10.3% | +4.5% |
| 6M | -1.4% | -11.0% | +9.5% | -1.6% |
| YTD | +17.3% | -29.9% | +47.2% | +21.6% |
| 1Y | +18.1% | -44.3% | +62.5% | +27.7% |
| 3Y | +32.8% | +51.7% | -18.9% | +12.0% |
| All | +32.8% | +50.1% | -17.3% | +12.0% |
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