-30.1%
TOST vs GWRE
+27.8%
-57.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.5% |
| 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% | 0.0% |
| All | -30.1% | +27.8% | -57.9% | -48.8% |
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 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