+4.1%
USFR vs GWRE
-24.5%
+28.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | 0.0% |
| 7D | +0.1% | +2.2% | -2.1% | +0.1% |
| 30D | +0.4% | +4.5% | -4.1% | +0.4% |
| 3M | +1.1% | +6.4% | -5.4% | +1.1% |
| 6M | +2.0% | +18.8% | -16.8% | +2.0% |
| YTD | +3.4% | -15.1% | +18.5% | +3.4% |
| 1Y | +4.1% | -23.4% | +27.5% | +4.1% |
| All | +4.1% | -24.5% | +28.6% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling