-48.1%
TOST vs GWRE
+24.1%
-72.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.0% | +2.5% | +0.5% |
| 7D | -4.7% | -26.2% | +21.5% | +11.5% |
| 30D | -9.1% | -17.8% | +8.7% | -1.4% |
| 3M | +29.8% | +14.2% | +15.6% | +11.2% |
| 6M | +10.0% | -12.9% | +22.9% | +10.2% |
| YTD | -8.6% | -29.2% | +20.6% | +4.9% |
| 1Y | -20.7% | -44.4% | +23.7% | +8.2% |
| 3Y | +55.7% | +51.1% | +4.6% | -25.5% |
| All | -48.1% | +24.1% | -72.2% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling