+1,186.3%
URI vs GWRE
+131.0%
+1,055.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -2.1% | -13.2% | +11.2% | +2.1% |
| 30D | -12.4% | -18.6% | +6.2% | -8.4% |
| 3M | -7.3% | +18.9% | -26.2% | -16.0% |
| 6M | +27.2% | -11.0% | +38.1% | +23.4% |
| YTD | +23.0% | -29.9% | +52.9% | +30.3% |
| 1Y | +3.9% | -44.3% | +48.3% | +20.9% |
| 3Y | +121.6% | +51.7% | +70.0% | +54.1% |
| 5Y | +201.1% | +15.4% | +185.6% | +131.1% |
| All | +1,186.3% | +131.0% | +1,055.3% | +624.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling