+206.9%
T vs GWRE
+736.4%
-529.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.7% |
| 7D | -2.4% | -30.9% | +28.5% | +1.0% |
| 30D | +4.3% | -20.7% | +25.0% | +6.4% |
| 3M | +11.6% | +20.2% | -8.6% | +8.9% |
| 6M | -5.6% | -11.9% | +6.3% | -5.5% |
| YTD | +6.6% | -30.3% | +36.9% | +9.1% |
| 1Y | -8.4% | -44.6% | +36.3% | -3.9% |
| 3Y | +107.8% | +48.8% | +59.0% | +89.6% |
| 5Y | +68.3% | +14.8% | +53.5% | +55.8% |
| 10Y | +71.1% | +128.1% | -57.0% | +44.7% |
| All | +206.9% | +736.4% | -529.5% | +145.7% |
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