+225.2%
TPR vs GWRE
+14.4%
+210.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.2% |
| 7D | -5.1% | -30.9% | +25.8% | +1.5% |
| 30D | -27.6% | -20.7% | -6.9% | -25.0% |
| 3M | -17.5% | +20.2% | -37.6% | -22.8% |
| 6M | -21.3% | -11.9% | -9.5% | -22.2% |
| YTD | -8.5% | -30.3% | +21.8% | -3.2% |
| 1Y | +11.5% | -44.6% | +56.1% | +27.2% |
| 3Y | +288.0% | +48.8% | +239.2% | +184.8% |
| 5Y | +225.2% | +14.8% | +210.4% | +161.3% |
| All | +225.2% | +14.4% | +210.7% | +161.3% |
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