-54.3%
S vs GWRE
+29.1%
-83.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.8% | +5.6% | +3.5% |
| 7D | -5.8% | -25.6% | +19.7% | +13.5% |
| 30D | -9.2% | -12.2% | +3.0% | -3.7% |
| 3M | +23.4% | +17.7% | +5.7% | +1.1% |
| 6M | +36.9% | -11.3% | +48.3% | +36.4% |
| YTD | +29.5% | -25.5% | +55.1% | +48.5% |
| 1Y | +5.4% | -42.8% | +48.3% | +52.7% |
| 3Y | +14.7% | +59.0% | -44.3% | -58.2% |
| 5Y | -71.5% | +21.6% | -93.1% | -82.8% |
| All | -54.3% | +29.1% | -83.4% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling