+204.5%
URI vs GWRE
+26.4%
+178.1%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | +6.7% | -2.0% | +8.7% | +7.1% |
| 30D | +8.9% | -4.1% | +12.9% | +9.3% |
| 3M | +0.5% | -13.4% | +13.9% | +1.6% |
| 6M | +20.7% | +26.0% | -5.3% | +10.0% |
| YTD | +40.0% | -21.3% | +61.3% | +44.6% |
| 1Y | +34.4% | -27.5% | +61.9% | +42.6% |
| 3Y | +149.5% | +72.7% | +76.8% | +79.1% |
| All | +204.5% | +26.4% | +178.1% | +144.7% |
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 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