+41.2%
USB vs GWRE
+32.8%
+8.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -19.9% | +19.7% | +2.1% |
| 7D | +1.4% | -21.1% | +22.5% | +4.0% |
| 30D | -1.3% | +1.3% | -2.6% | -2.1% |
| 3M | +15.2% | +7.4% | +7.8% | +12.9% |
| 6M | +18.8% | +5.6% | +13.2% | +15.7% |
| YTD | +21.0% | -19.2% | +40.2% | +23.0% |
| 1Y | +34.0% | -25.1% | +59.2% | +37.3% |
| 3Y | +95.3% | +87.7% | +7.6% | +60.6% |
| All | +41.2% | +32.8% | +8.3% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling