+148.6%
TE vs GWRE
-25.4%
+174.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -19.9% | +21.3% | +0.7% |
| 7D | -4.0% | -21.1% | +17.1% | -4.6% |
| 30D | -15.9% | +1.3% | -17.2% | -15.6% |
| 3M | -60.5% | +7.4% | -68.0% | -59.1% |
| 6M | -35.2% | +5.6% | -40.8% | -33.6% |
| YTD | -31.1% | -19.2% | -11.9% | -24.5% |
| 1Y | +148.6% | -25.1% | +173.8% | +185.5% |
| All | +148.6% | -25.4% | +174.1% | +185.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling