-49.8%
USAR vs GWRE
-24.5%
-25.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.9% | -11.8% | -5.7% |
| 7D | -21.8% | +2.2% | -24.0% | -21.6% |
| 30D | -39.9% | +4.5% | -44.5% | -40.0% |
| 3M | -52.5% | +6.4% | -59.0% | -52.7% |
| 6M | -67.9% | +18.8% | -86.8% | -67.0% |
| YTD | -31.1% | -15.1% | -16.0% | -26.8% |
| 1Y | -49.8% | -23.4% | -26.4% | -38.0% |
| All | -49.8% | -24.5% | -25.3% | -38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling