+139.9%
XLC vs GWRE
+52.8%
+87.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.0% | +4.4% | +0.7% |
| 7D | -1.4% | -26.2% | +24.8% | +6.0% |
| 30D | -0.9% | -17.8% | +16.9% | +3.1% |
| 3M | -0.3% | +14.2% | -14.6% | -6.2% |
| 6M | -5.2% | -12.9% | +7.7% | -5.2% |
| YTD | -5.3% | -29.2% | +23.9% | +0.3% |
| 1Y | -2.8% | -44.4% | +41.6% | +11.1% |
| 3Y | +71.2% | +51.1% | +20.1% | +27.9% |
| 5Y | +37.6% | +16.5% | +21.1% | +9.6% |
| All | +139.9% | +52.8% | +87.0% | +57.0% |
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