+15.6%
U vs GWRE
+50.1%
-34.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.3% |
| 7D | +5.5% | -13.2% | +18.8% | +11.2% |
| 30D | -1.3% | -18.6% | +17.3% | +4.7% |
| 3M | +64.6% | +18.9% | +45.7% | +46.0% |
| 6M | +119.4% | -11.0% | +130.3% | +117.7% |
| YTD | -0.5% | -29.9% | +29.4% | +7.5% |
| 1Y | +1.3% | -44.3% | +45.6% | +19.5% |
| 3Y | +15.6% | +51.7% | -36.1% | -25.6% |
| All | +15.6% | +50.1% | -34.5% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling