-45.9%
RUN vs GWRE
-25.4%
-20.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -19.9% | +19.5% | +2.1% |
| 7D | +1.3% | -21.1% | +22.4% | +4.0% |
| 30D | -15.3% | +1.3% | -16.6% | -16.5% |
| 3M | -40.0% | +7.4% | -47.5% | -41.0% |
| 6M | -27.0% | +5.6% | -32.6% | -28.0% |
| YTD | -51.7% | -19.2% | -32.5% | -47.2% |
| 1Y | -45.9% | -25.1% | -20.7% | -39.3% |
| All | -45.9% | -25.4% | -20.5% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling