+307.1%
TPR vs GWRE
+129.6%
+177.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.3% |
| 7D | -5.1% | -30.9% | +25.8% | +4.6% |
| 30D | -27.6% | -20.7% | -6.9% | -23.9% |
| 3M | -17.5% | +20.2% | -37.6% | -24.7% |
| 6M | -21.3% | -11.9% | -9.5% | -22.9% |
| YTD | -8.5% | -30.3% | +21.8% | -3.3% |
| 1Y | +11.5% | -44.6% | +56.1% | +28.4% |
| 3Y | +288.0% | +48.8% | +239.2% | +177.7% |
| 5Y | +225.2% | +14.8% | +210.4% | +152.0% |
| All | +307.1% | +129.6% | +177.4% | +144.5% |
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 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