+25.7%
USB vs GWRE
+26.4%
-0.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | +2.6% | -2.0% | +4.6% | +2.8% |
| 30D | +8.4% | -4.1% | +12.5% | +8.7% |
| 3M | -5.5% | -13.4% | +7.8% | -4.7% |
| 6M | +17.7% | +26.0% | -8.2% | +11.7% |
| YTD | +17.6% | -21.3% | +38.8% | +19.5% |
| 1Y | +33.9% | -27.5% | +61.4% | +38.1% |
| 3Y | +103.8% | +72.7% | +31.2% | +69.1% |
| All | +25.7% | +26.4% | -0.7% | +7.8% |
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