+49.5%
TQQQ vs GWRE
-44.7%
+94.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | -1.9% | -13.2% | +11.3% | -1.0% |
| 30D | -4.9% | -18.6% | +13.7% | -3.8% |
| 3M | -6.4% | +18.9% | -25.3% | -10.0% |
| 6M | +44.4% | -11.0% | +55.4% | +49.6% |
| YTD | +35.2% | -29.9% | +65.1% | +57.4% |
| 1Y | +49.5% | -44.3% | +93.8% | +97.5% |
| All | +49.5% | -44.7% | +94.2% | +97.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling