+18.1%
RRX vs GWRE
+15.1%
+3.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | -0.3% | -13.2% | +12.9% | +1.5% |
| 30D | -6.1% | -18.6% | +12.4% | -4.2% |
| 3M | -23.1% | +18.9% | -41.9% | -27.1% |
| 6M | -19.5% | -11.0% | -8.6% | -20.2% |
| YTD | +16.1% | -29.9% | +46.0% | +22.5% |
| 1Y | +12.9% | -44.3% | +57.3% | +28.4% |
| 3Y | +7.9% | +51.7% | -43.7% | -17.9% |
| All | +18.1% | +15.1% | +3.0% | -2.0% |
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 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