+183.7%
TECH vs GWRE
+131.0%
+52.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -0.4% | -13.2% | +12.8% | +4.0% |
| 30D | 0.0% | -18.6% | +18.5% | +5.0% |
| 3M | +33.7% | +18.9% | +14.8% | +21.5% |
| 6M | +34.9% | -11.0% | +45.9% | +33.7% |
| YTD | +23.2% | -29.9% | +53.1% | +31.7% |
| 1Y | +36.3% | -44.3% | +80.6% | +58.4% |
| 3Y | +2.3% | +51.7% | -49.4% | -25.2% |
| 5Y | -42.9% | +15.4% | -58.3% | -55.0% |
| All | +183.7% | +131.0% | +52.7% | +79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling