+64.3%
XLF vs GWRE
+15.1%
+49.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -1.5% | -13.2% | +11.8% | +0.5% |
| 30D | -1.2% | -18.6% | +17.4% | +1.2% |
| 3M | +9.2% | +18.9% | -9.7% | +4.9% |
| 6M | +16.3% | -11.0% | +27.3% | +16.0% |
| YTD | +5.4% | -29.9% | +35.3% | +9.4% |
| 1Y | +7.6% | -44.3% | +51.9% | +16.5% |
| 3Y | +74.2% | +51.7% | +22.5% | +46.5% |
| All | +64.3% | +15.1% | +49.2% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling