+102.4%
XLP vs GWRE
+133.1%
-30.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.0% | +3.8% | -0.7% |
| 7D | -2.9% | -26.2% | +23.3% | -0.3% |
| 30D | -2.2% | -17.8% | +15.5% | -0.7% |
| 3M | -0.6% | +14.2% | -14.8% | -2.5% |
| 6M | -2.2% | -12.9% | +10.7% | -2.1% |
| YTD | +8.3% | -29.2% | +37.5% | +10.8% |
| 1Y | +5.7% | -44.4% | +50.2% | +11.3% |
| 3Y | +25.7% | +51.1% | -25.4% | +12.7% |
| 5Y | +31.3% | +16.5% | +14.8% | +20.9% |
| All | +102.4% | +133.1% | -30.8% | +64.7% |
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 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