+155.9%
TPR vs GWRE
+793.8%
-637.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.8% | +4.1% | -1.7% |
| 7D | -3.4% | -25.6% | +22.2% | +3.5% |
| 30D | -27.3% | -12.2% | -15.1% | -25.9% |
| 3M | -16.2% | +17.7% | -33.9% | -22.1% |
| 6M | -17.9% | -11.3% | -6.5% | -19.2% |
| YTD | -7.1% | -25.5% | +18.4% | -4.5% |
| 1Y | +13.6% | -42.8% | +56.5% | +26.9% |
| 3Y | +293.7% | +59.0% | +234.7% | +200.4% |
| 5Y | +239.1% | +21.6% | +217.5% | +174.1% |
| 10Y | +311.2% | +139.2% | +172.0% | +171.1% |
| All | +155.9% | +793.8% | -637.9% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling