+218.7%
TRU vs GWRE
+164.4%
+54.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -2.7% | -13.2% | +10.5% | +2.9% |
| 30D | -2.0% | -18.6% | +16.5% | +5.2% |
| 3M | +18.4% | +18.9% | -0.5% | +8.3% |
| 6M | +8.9% | -11.0% | +19.8% | +9.5% |
| YTD | -8.9% | -29.9% | +21.0% | +0.5% |
| 1Y | -15.9% | -44.3% | +28.5% | +2.1% |
| 3Y | -1.1% | +51.7% | -52.8% | -26.4% |
| 5Y | -35.2% | +15.4% | -50.6% | -47.9% |
| 10Y | +145.3% | +129.4% | +15.8% | +38.2% |
| All | +218.7% | +164.4% | +54.3% | +66.5% |
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 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