+106.7%
USB vs GWRE
+130.1%
-23.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.0% | +4.4% | +0.3% |
| 7D | -1.1% | -26.2% | +25.2% | +4.0% |
| 30D | -3.2% | -17.8% | +14.5% | -0.6% |
| 3M | +11.8% | +14.2% | -2.4% | +6.9% |
| 6M | +21.4% | -12.9% | +34.3% | +21.1% |
| YTD | +18.6% | -29.2% | +47.8% | +23.2% |
| 1Y | +30.8% | -44.4% | +75.2% | +43.7% |
| 3Y | +96.5% | +51.1% | +45.4% | +60.9% |
| 5Y | +38.4% | +16.5% | +21.9% | +18.7% |
| 10Y | +106.7% | +131.6% | -24.9% | +46.3% |
| All | +106.7% | +130.1% | -23.4% | +46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling