-19.8%
UUUU vs GWRE
+736.4%
-756.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.5% | -4.8% | -5.8% |
| 7D | -5.0% | -30.9% | +25.9% | +6.8% |
| 30D | -7.8% | -20.7% | +12.9% | -1.8% |
| 3M | -0.4% | +20.2% | -20.6% | -11.1% |
| 6M | -32.9% | -11.9% | -21.0% | -34.3% |
| YTD | -6.3% | -30.3% | +24.0% | -1.1% |
| 1Y | +7.9% | -44.6% | +52.6% | +25.5% |
| 3Y | +85.2% | +48.8% | +36.4% | +30.9% |
| 5Y | +97.0% | +14.8% | +82.2% | +53.5% |
| 10Y | +492.6% | +128.1% | +364.5% | +266.4% |
| All | -19.8% | +736.4% | -756.2% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling