+788.5%
XLK vs GWRE
+131.0%
+657.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +0.2% | -13.2% | +13.4% | +4.6% |
| 30D | -0.6% | -18.6% | +18.0% | +4.3% |
| 3M | +2.6% | +18.9% | -16.3% | -7.4% |
| 6M | +34.0% | -11.0% | +44.9% | +31.5% |
| YTD | +30.7% | -29.9% | +60.6% | +39.3% |
| 1Y | +39.2% | -44.3% | +83.5% | +62.1% |
| 3Y | +120.4% | +51.7% | +68.7% | +56.9% |
| 5Y | +148.8% | +15.4% | +133.4% | +93.4% |
| All | +788.5% | +131.0% | +657.5% | +418.4% |
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