+56.5%
RSG vs GWRE
+50.1%
+6.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | 0.0% | -13.2% | +13.3% | +0.7% |
| 30D | +4.0% | -18.6% | +22.5% | +4.9% |
| 3M | +7.4% | +18.9% | -11.5% | +6.5% |
| 6M | +0.1% | -11.0% | +11.1% | +0.2% |
| YTD | +6.0% | -29.9% | +35.9% | +7.2% |
| 1Y | -3.0% | -44.3% | +41.4% | -1.0% |
| 3Y | +56.5% | +51.7% | +4.8% | +53.2% |
| All | +56.5% | +50.1% | +6.4% | +53.2% |
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