-37.8%
U vs GWRE
+34.2%
-72.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | +3.2% |
| 7D | +4.4% | -26.2% | +30.6% | +26.3% |
| 30D | -1.3% | -17.8% | +16.5% | +8.8% |
| 3M | +49.6% | +14.2% | +35.3% | +22.8% |
| 6M | +100.2% | -12.9% | +113.1% | +96.9% |
| YTD | -3.7% | -29.2% | +25.5% | +13.5% |
| 1Y | -6.5% | -44.4% | +37.9% | +35.3% |
| 3Y | +12.9% | +51.1% | -38.2% | -56.2% |
| 5Y | -68.3% | +16.5% | -84.8% | -83.9% |
| All | -37.8% | +34.2% | -72.0% | -73.7% |
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