-48.9%
TOST vs GWRE
+22.3%
-71.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.7% |
| 7D | -5.9% | -30.9% | +25.1% | +15.0% |
| 30D | -8.4% | -20.7% | +12.3% | +1.6% |
| 3M | +31.4% | +20.2% | +11.3% | +8.9% |
| 6M | +10.5% | -11.9% | +22.4% | +9.6% |
| YTD | -10.1% | -30.3% | +20.3% | +4.2% |
| 1Y | -19.9% | -44.6% | +24.7% | +9.2% |
| 3Y | +53.3% | +48.8% | +4.5% | -26.0% |
| All | -48.9% | +22.3% | -71.2% | -64.8% |
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