+278.4%
TER vs GWRE
+49.2%
+229.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.6% |
| 7D | +9.4% | -30.9% | +40.3% | +6.5% |
| 30D | -2.4% | -20.7% | +18.3% | -4.0% |
| 3M | +6.5% | +20.2% | -13.6% | +5.8% |
| 6M | +23.2% | -11.9% | +35.0% | +24.9% |
| YTD | +91.5% | -30.3% | +121.8% | +102.1% |
| 1Y | +214.8% | -44.6% | +259.4% | +248.2% |
| All | +278.4% | +49.2% | +229.2% | +172.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling