+40.3%
RUN vs GWRE
+131.0%
-90.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.1% |
| 7D | -3.7% | -13.2% | +9.5% | +3.3% |
| 30D | -13.0% | -18.6% | +5.6% | -6.4% |
| 3M | -31.8% | +18.9% | -50.7% | -42.5% |
| 6M | -32.2% | -11.0% | -21.3% | -35.3% |
| YTD | -53.5% | -29.9% | -23.6% | -49.4% |
| 1Y | -46.5% | -44.3% | -2.2% | -32.6% |
| 3Y | -37.6% | +51.7% | -89.3% | -65.0% |
| 5Y | -80.9% | +15.4% | -96.3% | -87.2% |
| All | +40.3% | +131.0% | -90.7% | -38.1% |
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