-20.7%
TLT vs GWRE
+131.0%
-151.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -1.6% | -13.2% | +11.6% | -1.6% |
| 30D | -1.1% | -18.6% | +17.4% | -1.1% |
| 3M | -4.9% | +18.9% | -23.8% | -4.8% |
| 6M | -5.0% | -11.0% | +5.9% | -5.0% |
| YTD | -4.4% | -29.9% | +25.5% | -4.4% |
| 1Y | -6.4% | -44.3% | +38.0% | -6.4% |
| 3Y | -2.0% | +51.7% | -53.7% | -1.2% |
| 5Y | -35.0% | +15.4% | -50.4% | -36.5% |
| All | -20.7% | +131.0% | -151.7% | -16.3% |
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