+762.6%
TRV vs GWRE
+736.4%
+26.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | -1.5% | -30.9% | +29.5% | +2.5% |
| 30D | -1.8% | -20.7% | +18.9% | +0.4% |
| 3M | +21.6% | +20.2% | +1.4% | +18.1% |
| 6M | +22.5% | -11.9% | +34.3% | +22.4% |
| YTD | +28.1% | -30.3% | +58.5% | +31.5% |
| 1Y | +37.0% | -44.6% | +81.7% | +44.6% |
| 3Y | +141.9% | +48.8% | +93.1% | +118.4% |
| 5Y | +158.5% | +14.8% | +143.7% | +139.6% |
| 10Y | +297.5% | +128.1% | +169.5% | +226.8% |
| All | +762.6% | +736.4% | +26.3% | +547.7% |
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