+103.2%
USB vs GWRE
+91.5%
+11.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -19.9% | +19.7% | +1.3% |
| 7D | +1.4% | -21.1% | +22.5% | +3.1% |
| 30D | -1.3% | +1.3% | -2.6% | -1.9% |
| 3M | +15.2% | +7.4% | +7.8% | +13.6% |
| 6M | +18.8% | +5.6% | +13.2% | +16.7% |
| YTD | +21.0% | -19.2% | +40.2% | +23.4% |
| 1Y | +34.0% | -25.1% | +59.2% | +37.6% |
| All | +103.2% | +91.5% | +11.7% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling