+15.2%
TOST vs GWRE
+8.1%
+7.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -19.9% | +20.0% | +6.4% |
| 7D | -3.4% | -21.1% | +17.7% | +3.2% |
| 30D | -2.4% | +1.3% | -3.7% | -6.0% |
| 3M | +34.6% | +7.4% | +27.2% | +25.2% |
| 6M | +15.2% | +5.6% | +9.6% | +5.8% |
| All | +15.2% | +8.1% | +7.1% | +5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling