+282.6%
TPR vs GWRE
+51.5%
+231.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.0% | +1.7% | -2.9% |
| 7D | -7.3% | -26.2% | +18.9% | -5.5% |
| 30D | -30.7% | -17.8% | -13.0% | -30.1% |
| 3M | -21.6% | +14.2% | -35.9% | -23.5% |
| 6M | -21.3% | -12.9% | -8.4% | -21.1% |
| YTD | -10.2% | -29.2% | +19.1% | -6.1% |
| 1Y | +9.5% | -44.4% | +53.9% | +20.4% |
| All | +282.6% | +51.5% | +231.1% | +225.1% |
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