-67.6%
S vs GWRE
+15.1%
-82.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.7% |
| 7D | -0.7% | -13.2% | +12.6% | +9.7% |
| 30D | -11.4% | -18.6% | +7.1% | -0.9% |
| 3M | +33.8% | +18.9% | +14.9% | +8.4% |
| 6M | +39.5% | -11.0% | +50.4% | +37.3% |
| YTD | +31.7% | -29.9% | +61.6% | +57.3% |
| 1Y | +7.0% | -44.3% | +51.3% | +56.4% |
| 3Y | +11.8% | +51.7% | -39.9% | -58.1% |
| All | -67.6% | +15.1% | -82.7% | -80.5% |
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