+359.0%
TECH vs GWRE
+793.8%
-434.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.8% | +7.7% | +1.9% |
| 7D | +0.2% | -25.6% | +25.7% | +7.2% |
| 30D | +0.1% | -12.2% | +12.3% | +2.3% |
| 3M | +37.5% | +17.7% | +19.8% | +28.3% |
| 6M | +34.6% | -11.3% | +45.9% | +34.3% |
| YTD | +23.5% | -25.5% | +49.0% | +28.3% |
| 1Y | +34.4% | -42.8% | +77.2% | +50.1% |
| 3Y | +2.3% | +59.0% | -56.7% | -18.0% |
| 5Y | -41.7% | +21.6% | -63.3% | -51.2% |
| 10Y | +177.6% | +139.2% | +38.4% | +101.8% |
| All | +359.0% | +793.8% | -434.8% | +209.6% |
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