+6.6%
TLT vs GWRE
+793.8%
-787.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.8% | +7.8% | -0.2% |
| 7D | +0.4% | -25.6% | +26.0% | -0.3% |
| 30D | -0.3% | -12.2% | +11.9% | -0.5% |
| 3M | -1.7% | +17.7% | -19.4% | -1.1% |
| 6M | -4.9% | -11.3% | +6.4% | -4.9% |
| YTD | -2.8% | -25.5% | +22.7% | -3.3% |
| 1Y | -4.2% | -42.8% | +38.6% | -5.4% |
| 3Y | -1.1% | +59.0% | -60.1% | +1.9% |
| 5Y | -33.7% | +21.6% | -55.3% | -33.3% |
| 10Y | -20.7% | +139.2% | -159.9% | -13.9% |
| All | +6.6% | +793.8% | -787.2% | +27.0% |
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