-25.8%
TE vs GWRE
-24.5%
-1.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.9% | -9.5% | -2.5% |
| 7D | +3.8% | +2.2% | +1.6% | +4.4% |
| 30D | -26.2% | +4.5% | -30.7% | -25.5% |
| 3M | -49.7% | +6.4% | -56.2% | -48.4% |
| 6M | -46.5% | +18.8% | -65.3% | -42.7% |
| YTD | -59.1% | -15.1% | -44.0% | -58.2% |
| 1Y | -25.8% | -23.4% | -2.4% | -19.9% |
| All | -25.8% | -24.5% | -1.3% | -19.9% |
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