-81.4%
RUN vs GWRE
+15.1%
-96.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.1% |
| 7D | -3.7% | -13.2% | +9.5% | +2.5% |
| 30D | -13.0% | -18.6% | +5.6% | -7.4% |
| 3M | -31.8% | +18.9% | -50.7% | -41.9% |
| 6M | -32.2% | -11.0% | -21.3% | -34.7% |
| YTD | -53.5% | -29.9% | -23.6% | -48.8% |
| 1Y | -46.5% | -44.3% | -2.2% | -31.4% |
| 3Y | -37.6% | +51.7% | -89.3% | -69.2% |
| All | -81.4% | +15.1% | -96.4% | -87.3% |
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 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