-46.4%
TOST vs GWRE
+39.6%
-86.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.4% |
| 7D | -4.7% | -4.4% | -0.3% | -2.2% |
| 30D | +8.5% | -3.5% | +12.0% | +10.2% |
| 3M | -1.6% | -7.6% | +6.0% | -1.8% |
| 6M | +44.1% | +21.8% | +22.3% | +15.4% |
| YTD | -5.6% | -20.4% | +14.8% | -0.3% |
| 1Y | -12.6% | -27.6% | +15.0% | -1.2% |
| 3Y | +137.6% | +75.7% | +61.9% | +0.8% |
| 5Y | -30.4% | +27.8% | -58.1% | -54.2% |
| All | -46.4% | +39.6% | -86.0% | -66.3% |
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