+302.0%
TRV vs GWRE
+131.0%
+171.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | +1.9% | -13.2% | +15.2% | +3.5% |
| 30D | +1.7% | -18.6% | +20.3% | +3.7% |
| 3M | +23.9% | +18.9% | +5.0% | +20.5% |
| 6M | +26.3% | -11.0% | +37.2% | +26.0% |
| YTD | +30.8% | -29.9% | +60.7% | +34.4% |
| 1Y | +36.3% | -44.3% | +80.7% | +44.3% |
| 3Y | +145.0% | +51.7% | +93.3% | +117.4% |
| 5Y | +163.9% | +15.4% | +148.4% | +145.6% |
| All | +302.0% | +131.0% | +171.0% | +235.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling