+159.8%
XLB vs GWRE
+131.0%
+28.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -2.8% | -13.2% | +10.4% | -0.1% |
| 30D | -3.1% | -18.6% | +15.5% | 0.0% |
| 3M | -0.2% | +18.9% | -19.1% | -5.6% |
| 6M | +3.1% | -11.0% | +14.0% | +2.3% |
| YTD | +13.3% | -29.9% | +43.2% | +18.5% |
| 1Y | +12.0% | -44.3% | +56.4% | +24.1% |
| 3Y | +31.4% | +51.7% | -20.3% | +6.1% |
| 5Y | +33.9% | +15.4% | +18.5% | +14.0% |
| All | +159.8% | +131.0% | +28.8% | +76.6% |
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