+420.8%
RSG vs GWRE
+131.0%
+289.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | 0.0% | -13.2% | +13.3% | +1.7% |
| 30D | +4.0% | -18.6% | +22.5% | +6.1% |
| 3M | +7.4% | +18.9% | -11.5% | +4.2% |
| 6M | +0.1% | -11.0% | +11.1% | 0.0% |
| YTD | +6.0% | -29.9% | +35.9% | +9.1% |
| 1Y | -3.0% | -44.3% | +41.4% | +3.1% |
| 3Y | +56.5% | +51.7% | +4.8% | +37.9% |
| 5Y | +90.9% | +15.4% | +75.5% | +75.0% |
| All | +420.8% | +131.0% | +289.9% | +315.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling