+177.1%
UL vs GWRE
+736.4%
-559.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | -4.1% | -30.9% | +26.9% | -0.6% |
| 30D | -1.2% | -20.7% | +19.5% | +0.8% |
| 3M | +6.0% | +20.2% | -14.2% | +3.3% |
| 6M | -5.5% | -11.9% | +6.4% | -5.5% |
| YTD | -3.3% | -30.3% | +27.0% | -1.0% |
| 1Y | -9.8% | -44.6% | +34.8% | -5.1% |
| 3Y | +20.1% | +48.8% | -28.7% | +8.9% |
| 5Y | +19.2% | +14.8% | +4.4% | +10.3% |
| 10Y | +65.4% | +128.1% | -62.7% | +35.3% |
| All | +177.1% | +736.4% | -559.3% | +116.2% |
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