+3,265.6%
URI vs GWRE
+844.6%
+2,421.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | +6.7% | -2.0% | +8.7% | +7.4% |
| 30D | +8.9% | -4.1% | +12.9% | +9.6% |
| 3M | +0.5% | -13.4% | +13.9% | +2.4% |
| 6M | +20.7% | +26.0% | -5.3% | +4.3% |
| YTD | +40.0% | -21.3% | +61.3% | +40.3% |
| 1Y | +34.4% | -27.5% | +61.9% | +39.0% |
| 3Y | +149.5% | +72.7% | +76.8% | +70.5% |
| 5Y | +205.6% | +26.4% | +179.2% | +130.2% |
| 10Y | +1,183.1% | +169.3% | +1,013.8% | +592.4% |
| All | +3,265.6% | +844.6% | +2,421.0% | +1,206.7% |
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 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