+135.9%
XLU vs GWRE
+131.0%
+4.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -1.6% | -13.2% | +11.6% | -0.3% |
| 30D | -3.3% | -18.6% | +15.3% | -1.9% |
| 3M | -3.2% | +18.9% | -22.1% | -5.8% |
| 6M | -7.0% | -11.0% | +4.0% | -7.3% |
| YTD | +0.6% | -29.9% | +30.5% | +3.1% |
| 1Y | +2.4% | -44.3% | +46.8% | +8.1% |
| 3Y | +46.3% | +51.7% | -5.4% | +30.0% |
| 5Y | +44.0% | +15.4% | +28.5% | +31.6% |
| All | +135.9% | +131.0% | +4.9% | +92.1% |
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