+132.7%
RRC vs GWRE
+15.1%
+117.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.7% |
| 3M | +8.8% | +18.9% | -10.1% | +3.3% |
| 6M | -1.2% | -11.0% | +9.8% | -1.6% |
| YTD | +17.6% | -29.9% | +47.5% | +23.1% |
| 1Y | +18.4% | -44.3% | +62.8% | +30.9% |
| 3Y | +33.1% | +51.7% | -18.6% | +7.7% |
| All | +132.7% | +15.1% | +117.7% | +101.7% |
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