+9.5%
S vs GWRE
-25.4%
+34.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -19.9% | +20.3% | +8.4% |
| 7D | -7.7% | -21.1% | +13.4% | +0.3% |
| 30D | -5.3% | +1.3% | -6.6% | -7.8% |
| 3M | +20.3% | +7.4% | +12.8% | +12.8% |
| 6M | +47.4% | +5.6% | +41.8% | +37.3% |
| YTD | +32.5% | -19.2% | +51.7% | +32.2% |
| 1Y | +9.5% | -25.1% | +34.7% | +12.4% |
| All | +9.5% | -25.4% | +34.9% | +12.4% |
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