+110.2%
T vs GWRE
+50.1%
+60.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +2.0% |
| 7D | +1.5% | -13.2% | +14.7% | +1.8% |
| 30D | +7.5% | -18.6% | +26.0% | +8.0% |
| 3M | +14.8% | +18.9% | -4.1% | +14.8% |
| 6M | -1.7% | -11.0% | +9.2% | -1.7% |
| YTD | +8.7% | -29.9% | +38.6% | +9.7% |
| 1Y | -7.5% | -44.3% | +36.9% | -6.2% |
| 3Y | +110.2% | +51.7% | +58.6% | +101.0% |
| All | +110.2% | +50.1% | +60.1% | +101.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling