+1,571.6%
XLK vs GWRE
+741.3%
+830.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +0.2% | -13.2% | +13.4% | +4.0% |
| 30D | -0.6% | -18.6% | +18.0% | +3.7% |
| 3M | +2.6% | +18.9% | -16.3% | -5.7% |
| 6M | +34.0% | -11.0% | +44.9% | +32.1% |
| YTD | +30.7% | -29.9% | +60.6% | +37.6% |
| 1Y | +39.2% | -44.3% | +83.5% | +57.2% |
| 3Y | +120.4% | +51.7% | +68.7% | +72.8% |
| 5Y | +148.8% | +15.4% | +133.4% | +106.6% |
| 10Y | +803.3% | +129.4% | +673.9% | +524.0% |
| All | +1,571.6% | +741.3% | +830.3% | +913.4% |
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 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