+72.4%
UBER vs GWRE
+37.3%
+35.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | -5.4% | -13.2% | +7.8% | +0.5% |
| 30D | -4.9% | -18.6% | +13.7% | +1.6% |
| 3M | +3.0% | +18.9% | -15.9% | -8.8% |
| 6M | -4.4% | -11.0% | +6.5% | -5.9% |
| YTD | -12.3% | -29.9% | +17.6% | -3.8% |
| 1Y | -24.3% | -44.3% | +20.0% | -6.5% |
| 3Y | +46.4% | +51.7% | -5.2% | -12.2% |
| 5Y | +79.7% | +15.4% | +64.2% | +26.6% |
| All | +72.4% | +37.3% | +35.1% | +2.6% |
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 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