+71.3%
V vs GWRE
+15.1%
+56.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -1.2% | -13.2% | +12.0% | +1.3% |
| 30D | +3.1% | -18.6% | +21.6% | +6.1% |
| 3M | +16.3% | +18.9% | -2.6% | +10.9% |
| 6M | +20.4% | -11.0% | +31.3% | +20.0% |
| YTD | +6.3% | -29.9% | +36.2% | +11.0% |
| 1Y | +8.7% | -44.3% | +53.1% | +19.3% |
| 3Y | +53.3% | +51.7% | +1.6% | +23.9% |
| All | +71.3% | +15.1% | +56.2% | +51.9% |
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 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