+1,851.9%
TER vs GWRE
+131.0%
+1,720.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | +6.4% | -13.2% | +19.6% | +10.6% |
| 30D | -5.7% | -18.6% | +12.9% | -2.1% |
| 3M | -0.4% | +18.9% | -19.3% | -12.5% |
| 6M | +25.8% | -11.0% | +36.8% | +19.2% |
| YTD | +96.4% | -29.9% | +126.3% | +103.4% |
| 1Y | +229.2% | -44.3% | +273.6% | +278.1% |
| 3Y | +288.1% | +51.7% | +236.4% | +135.6% |
| 5Y | +219.9% | +15.4% | +204.5% | +120.3% |
| All | +1,851.9% | +131.0% | +1,720.9% | +821.6% |
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 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