+142.7%
TOST vs GWRE
+76.3%
+66.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.1% |
| 7D | -4.7% | -4.4% | -0.3% | -3.2% |
| 30D | +8.5% | -3.5% | +12.0% | +9.7% |
| 3M | -1.6% | -7.6% | +6.0% | -1.4% |
| 6M | +44.1% | +21.8% | +22.3% | +27.3% |
| YTD | -5.6% | -20.4% | +14.8% | -3.6% |
| 1Y | -12.6% | -27.6% | +15.0% | -7.6% |
| All | +142.7% | +76.3% | +66.4% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling