+43.3%
XLP vs GWRE
+25.5%
+17.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | +0.4% |
| 7D | -0.5% | -7.3% | +6.8% | -0.1% |
| 30D | +8.3% | -4.0% | +12.3% | +8.5% |
| 3M | +8.7% | -10.5% | +19.2% | +9.0% |
| 6M | +11.2% | +17.7% | -6.6% | +9.5% |
| YTD | +20.0% | -21.3% | +41.3% | +21.1% |
| 1Y | +21.3% | -28.0% | +49.3% | +23.2% |
| 3Y | +43.8% | +73.6% | -29.8% | +32.4% |
| 5Y | +43.3% | +26.1% | +17.2% | +32.6% |
| All | +43.3% | +25.5% | +17.8% | +32.6% |
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