-49.3%
TE vs GWRE
+15.1%
-64.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | +0.2% | -13.2% | +13.5% | +4.9% |
| 30D | -5.9% | -18.6% | +12.7% | -1.1% |
| 3M | -45.6% | +18.9% | -64.5% | -53.1% |
| 6M | -43.4% | -11.0% | -32.4% | -45.5% |
| YTD | -31.0% | -29.9% | -1.1% | -25.8% |
| 1Y | +145.2% | -44.3% | +189.6% | +202.6% |
| 3Y | -24.1% | +51.7% | -75.7% | -53.1% |
| All | -49.3% | +15.1% | -64.4% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling