+248.8%
XLF vs GWRE
+131.0%
+117.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -1.5% | -13.2% | +11.8% | +1.4% |
| 30D | -1.2% | -18.6% | +17.4% | +2.2% |
| 3M | +9.2% | +18.9% | -9.7% | +3.2% |
| 6M | +16.3% | -11.0% | +27.3% | +15.6% |
| YTD | +5.4% | -29.9% | +35.3% | +10.3% |
| 1Y | +7.6% | -44.3% | +51.9% | +18.9% |
| 3Y | +74.2% | +51.7% | +22.5% | +41.0% |
| 5Y | +66.1% | +15.4% | +50.7% | +42.0% |
| All | +248.8% | +131.0% | +117.9% | +139.3% |
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