+20.3%
UL vs GWRE
+50.1%
-29.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | -3.4% | -13.2% | +9.8% | -3.2% |
| 30D | +0.5% | -18.6% | +19.1% | +0.8% |
| 3M | +7.2% | +18.9% | -11.7% | +7.4% |
| 6M | -3.1% | -11.0% | +7.9% | -3.0% |
| YTD | -2.7% | -29.9% | +27.2% | -1.8% |
| 1Y | -10.2% | -44.3% | +34.1% | -8.9% |
| 3Y | +20.3% | +51.7% | -31.4% | +18.1% |
| All | +20.3% | +50.1% | -29.8% | +18.1% |
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 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