+74.5%
UBER vs GWRE
+36.5%
+38.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.7% |
| 7D | -4.5% | -30.9% | +26.5% | +10.6% |
| 30D | -7.6% | -20.7% | +13.1% | -0.1% |
| 3M | +5.8% | +20.2% | -14.4% | -6.9% |
| 6M | +0.3% | -11.9% | +12.1% | -0.8% |
| YTD | -11.2% | -30.3% | +19.1% | -2.3% |
| 1Y | -23.0% | -44.6% | +21.7% | -4.6% |
| 3Y | +53.6% | +48.8% | +4.8% | -6.9% |
| 5Y | +81.9% | +14.8% | +67.1% | +28.5% |
| All | +74.5% | +36.5% | +38.0% | +4.1% |
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 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