+78.9%
UBER vs GWRE
+15.1%
+63.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -5.4% | -13.2% | +7.8% | -0.6% |
| 30D | -4.9% | -18.6% | +13.7% | +0.4% |
| 3M | +3.0% | +18.9% | -15.9% | -6.8% |
| 6M | -4.4% | -11.0% | +6.5% | -5.2% |
| YTD | -12.3% | -29.9% | +17.6% | -4.3% |
| 1Y | -24.3% | -44.3% | +20.0% | -8.3% |
| 3Y | +46.4% | +51.7% | -5.2% | -10.8% |
| All | +78.9% | +15.1% | +63.8% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling