+271.8%
XLB vs GWRE
+749.2%
-477.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.0% | +3.9% | -0.1% |
| 7D | -2.9% | -26.2% | +23.3% | +2.3% |
| 30D | -3.4% | -17.8% | +14.4% | -0.5% |
| 3M | +1.6% | +14.2% | -12.6% | -2.8% |
| 6M | +3.6% | -12.9% | +16.5% | +3.4% |
| YTD | +14.2% | -29.2% | +43.5% | +18.6% |
| 1Y | +15.6% | -44.4% | +60.0% | +26.5% |
| 3Y | +33.1% | +51.1% | -18.0% | +11.7% |
| 5Y | +35.0% | +16.5% | +18.5% | +17.4% |
| 10Y | +164.5% | +131.6% | +33.0% | +93.0% |
| All | +271.8% | +749.2% | -477.4% | +135.1% |
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