+2,917.0%
URI vs GWRE
+869.7%
+2,047.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -19.9% | +21.5% | +8.1% |
| 7D | -2.0% | -21.1% | +19.1% | +4.7% |
| 30D | -12.9% | +1.3% | -14.2% | -14.9% |
| 3M | -6.7% | +7.4% | -14.2% | -12.3% |
| 6M | +19.0% | +5.6% | +13.4% | +8.8% |
| YTD | +25.5% | -19.2% | +44.7% | +26.4% |
| 1Y | +5.5% | -25.1% | +30.7% | +8.0% |
| 3Y | +111.3% | +87.7% | +23.6% | +41.1% |
| 5Y | +198.6% | +32.0% | +166.5% | +124.2% |
| 10Y | +1,179.9% | +157.8% | +1,022.1% | +612.0% |
| All | +2,917.0% | +869.7% | +2,047.3% | +1,077.0% |
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