+755.1%
TEAM vs GWRE
+131.1%
+624.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +2.1% |
| 7D | -7.8% | -30.9% | +23.2% | +18.1% |
| 30D | +16.5% | -20.7% | +37.2% | +34.5% |
| 3M | +96.2% | +20.2% | +76.0% | +67.5% |
| 6M | +130.2% | -11.9% | +142.0% | +146.2% |
| YTD | +10.7% | -30.3% | +41.1% | +40.4% |
| 1Y | +3.0% | -44.6% | +47.6% | +52.7% |
| 3Y | -13.1% | +48.8% | -61.9% | -44.3% |
| 5Y | -52.7% | +14.8% | -67.5% | -63.6% |
| 10Y | +509.1% | +128.1% | +381.0% | +170.7% |
| All | +755.1% | +131.1% | +624.0% | +273.5% |
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 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