+84.9%
USB vs GWRE
+162.4%
-77.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.3% |
| 7D | +1.4% | -3.5% | +4.9% | +2.0% |
| 30D | +6.4% | -7.1% | +13.5% | +7.6% |
| 3M | -4.5% | -10.1% | +5.6% | -3.9% |
| 6M | +11.4% | +12.3% | -0.9% | +5.6% |
| YTD | +17.1% | -22.7% | +39.7% | +19.1% |
| 1Y | +32.6% | -28.6% | +61.2% | +37.3% |
| 3Y | +101.8% | +70.7% | +31.1% | +60.2% |
| 5Y | +25.1% | +24.4% | +0.7% | +6.0% |
| 10Y | +84.9% | +169.2% | -84.4% | +26.7% |
| All | +84.9% | +162.4% | -77.5% | +26.7% |
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 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