+32.0%
XLP vs GWRE
+22.2%
+9.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.8% | +7.2% | -0.2% |
| 7D | -1.4% | -25.6% | +24.1% | 0.0% |
| 30D | -1.3% | -12.2% | +10.9% | -0.8% |
| 3M | +1.8% | +17.7% | -15.9% | +0.7% |
| 6M | -0.8% | -11.3% | +10.5% | -0.8% |
| YTD | +9.5% | -25.5% | +35.0% | +11.0% |
| 1Y | +7.2% | -42.8% | +50.0% | +10.8% |
| 3Y | +27.1% | +59.0% | -31.9% | +17.6% |
| 5Y | +32.0% | +21.6% | +10.5% | +23.3% |
| All | +32.0% | +22.2% | +9.9% | +23.3% |
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 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