-53.4%
TE vs GWRE
+26.2%
-79.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.3% |
| 7D | +0.9% | -30.9% | +31.8% | +10.9% |
| 30D | -16.3% | -20.7% | +4.4% | -11.9% |
| 3M | -40.8% | +20.2% | -60.9% | -47.4% |
| 6M | -42.6% | -11.9% | -30.8% | -44.0% |
| YTD | -31.4% | -30.3% | -1.1% | -27.5% |
| 1Y | +144.9% | -44.6% | +189.6% | +186.6% |
| 3Y | -26.0% | +48.8% | -74.8% | -43.8% |
| 5Y | -48.5% | +14.8% | -63.2% | -61.8% |
| All | -53.4% | +26.2% | -79.6% | -65.6% |
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 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