-24.6%
RRC vs GWRE
+749.2%
-773.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.6% | +0.8% |
| 7D | -1.7% | -26.2% | +24.5% | +4.4% |
| 30D | +3.6% | -17.8% | +21.4% | +7.2% |
| 3M | +8.8% | +14.2% | -5.4% | +3.4% |
| 6M | +0.8% | -12.9% | +13.7% | +0.8% |
| YTD | +19.0% | -29.2% | +48.2% | +24.2% |
| 1Y | +22.9% | -44.4% | +67.3% | +36.1% |
| 3Y | +32.3% | +51.1% | -18.8% | +9.5% |
| 5Y | +151.6% | +16.5% | +135.0% | +116.0% |
| 10Y | +5.5% | +131.6% | -126.1% | -24.7% |
| All | -24.6% | +749.2% | -773.8% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling