+467.2%
TDY vs GWRE
+131.0%
+336.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -1.1% | -13.2% | +12.1% | +1.9% |
| 30D | -12.0% | -18.6% | +6.5% | -9.0% |
| 3M | -3.2% | +18.9% | -22.1% | -9.6% |
| 6M | -7.9% | -11.0% | +3.1% | -9.0% |
| YTD | +18.2% | -29.9% | +48.1% | +23.7% |
| 1Y | +6.7% | -44.3% | +51.0% | +19.2% |
| 3Y | +47.5% | +51.7% | -4.1% | +14.6% |
| 5Y | +39.5% | +15.4% | +24.1% | +16.0% |
| All | +467.2% | +131.0% | +336.2% | +250.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling