+201.0%
URI vs GWRE
+14.4%
+186.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.3% | -3.6% |
| 7D | -0.5% | -30.9% | +30.5% | +6.1% |
| 30D | -13.4% | -20.7% | +7.3% | -10.4% |
| 3M | -6.2% | +20.2% | -26.4% | -12.6% |
| 6M | +28.0% | -11.9% | +39.8% | +26.5% |
| YTD | +23.0% | -30.3% | +53.3% | +30.6% |
| 1Y | +5.5% | -44.6% | +50.2% | +21.1% |
| 3Y | +119.2% | +48.8% | +70.4% | +62.6% |
| 5Y | +201.0% | +14.8% | +186.3% | +151.4% |
| All | +201.0% | +14.4% | +186.6% | +151.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling