+396.0%
TPR vs GWRE
+74.3%
+321.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | -0.1% |
| 7D | -0.3% | -2.0% | +1.7% | -0.2% |
| 30D | +15.1% | -4.1% | +19.2% | +15.3% |
| 3M | +3.5% | -13.4% | +16.9% | +3.9% |
| 6M | +0.4% | +26.0% | -25.5% | -3.4% |
| YTD | +4.6% | -21.3% | +25.9% | +8.2% |
| 1Y | +33.1% | -27.5% | +60.6% | +40.0% |
| 3Y | +396.0% | +72.7% | +323.3% | +317.6% |
| All | +396.0% | +74.3% | +321.7% | +317.6% |
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 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