+468.0%
UUUU vs GWRE
+131.0%
+337.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.6% | -5.6% | -5.2% |
| 7D | -10.5% | -13.2% | +2.7% | -5.6% |
| 30D | -10.5% | -18.6% | +8.1% | -5.1% |
| 3M | -14.1% | +18.9% | -33.0% | -24.6% |
| 6M | -35.5% | -11.0% | -24.5% | -37.5% |
| YTD | -10.9% | -29.9% | +19.0% | -5.2% |
| 1Y | +3.4% | -44.3% | +47.7% | +24.1% |
| 3Y | +73.1% | +51.7% | +21.5% | +6.7% |
| 5Y | +87.1% | +15.4% | +71.7% | +33.0% |
| All | +468.0% | +131.0% | +337.0% | +180.9% |
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