+32.9%
URI vs GWRE
-24.5%
+57.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.9% | -10.3% | -3.9% |
| 7D | -4.3% | +2.2% | -6.5% | -4.1% |
| 30D | +4.6% | +4.5% | +0.1% | +5.1% |
| 3M | -2.1% | +6.4% | -8.6% | -1.1% |
| 6M | +21.9% | +18.8% | +3.1% | +25.7% |
| YTD | +39.7% | -15.1% | +54.8% | +55.5% |
| 1Y | +32.9% | -23.4% | +56.3% | +56.3% |
| All | +32.9% | -24.5% | +57.4% | +56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling