+199.8%
TER vs GWRE
-25.4%
+225.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -19.9% | +25.4% | -0.8% |
| 7D | +0.6% | -21.1% | +21.7% | -5.8% |
| 30D | -8.3% | +1.3% | -9.6% | -6.5% |
| 3M | -12.2% | +7.4% | -19.7% | -5.3% |
| 6M | +17.0% | +5.6% | +11.4% | +28.2% |
| YTD | +84.6% | -19.2% | +103.8% | +97.8% |
| 1Y | +199.8% | -25.1% | +225.0% | +211.2% |
| All | +199.8% | -25.4% | +225.2% | +211.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling