+24.6%
XLP vs GWRE
+51.5%
-26.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.0% | +3.8% | -1.0% |
| 7D | -2.9% | -26.2% | +23.3% | -2.2% |
| 30D | -2.2% | -17.8% | +15.5% | -1.8% |
| 3M | -0.6% | +14.2% | -14.8% | -0.8% |
| 6M | -2.2% | -12.9% | +10.7% | -2.1% |
| YTD | +8.3% | -29.2% | +37.5% | +9.3% |
| 1Y | +5.7% | -44.4% | +50.2% | +7.9% |
| All | +24.6% | +51.5% | -26.9% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling