+1,530.6%
V vs GWRE
+793.8%
+736.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.8% | +6.1% | +0.2% |
| 7D | -1.1% | -25.6% | +24.5% | +5.7% |
| 30D | +1.9% | -12.2% | +14.1% | +4.2% |
| 3M | +15.5% | +17.7% | -2.2% | +8.6% |
| 6M | +16.6% | -11.3% | +28.0% | +16.2% |
| YTD | +5.7% | -25.5% | +31.3% | +9.7% |
| 1Y | +8.6% | -42.8% | +51.4% | +20.8% |
| 3Y | +52.5% | +59.0% | -6.5% | +20.7% |
| 5Y | +67.1% | +21.6% | +45.5% | +39.4% |
| 10Y | +376.8% | +139.2% | +237.6% | +224.5% |
| All | +1,530.6% | +793.8% | +736.8% | +849.7% |
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