+282.4%
XLP vs GWRE
+869.7%
-587.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -19.9% | +19.1% | +1.1% |
| 7D | -1.0% | -21.1% | +20.1% | +1.0% |
| 30D | -0.9% | +1.3% | -2.2% | -1.4% |
| 3M | +3.8% | +7.4% | -3.6% | +2.4% |
| 6M | -1.7% | +5.6% | -7.3% | -3.5% |
| YTD | +10.3% | -19.2% | +29.5% | +11.1% |
| 1Y | +7.8% | -25.1% | +32.9% | +9.2% |
| 3Y | +27.2% | +87.7% | -60.5% | +13.7% |
| 5Y | +32.5% | +32.0% | +0.5% | +21.9% |
| 10Y | +101.8% | +157.8% | -56.0% | +68.9% |
| All | +282.4% | +869.7% | -587.3% | +204.7% |
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 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