+2,487.3%
TER vs GWRE
+749.2%
+1,738.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.0% | +8.1% | +4.6% |
| 7D | +12.4% | -26.2% | +38.6% | +20.8% |
| 30D | +5.1% | -17.8% | +22.9% | +8.8% |
| 3M | +4.0% | +14.2% | -10.3% | -6.2% |
| 6M | +29.5% | -12.9% | +42.4% | +24.3% |
| YTD | +98.5% | -29.2% | +127.7% | +102.9% |
| 1Y | +234.1% | -44.4% | +278.5% | +274.1% |
| 3Y | +289.0% | +51.1% | +238.0% | +165.8% |
| 5Y | +228.2% | +16.5% | +211.6% | +144.3% |
| 10Y | +1,895.7% | +131.6% | +1,764.1% | +1,059.5% |
| All | +2,487.3% | +749.2% | +1,738.1% | +1,101.2% |
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 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