+292.0%
XLU vs GWRE
+741.3%
-449.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -1.6% | -13.2% | +11.6% | -0.6% |
| 30D | -3.3% | -18.6% | +15.3% | -2.1% |
| 3M | -3.2% | +18.9% | -22.1% | -5.2% |
| 6M | -7.0% | -11.0% | +4.0% | -7.2% |
| YTD | +0.6% | -29.9% | +30.5% | +2.4% |
| 1Y | +2.4% | -44.3% | +46.8% | +6.6% |
| 3Y | +46.3% | +51.7% | -5.4% | +35.2% |
| 5Y | +44.0% | +15.4% | +28.5% | +34.7% |
| 10Y | +140.1% | +129.4% | +10.6% | +110.6% |
| All | +292.0% | +741.3% | -449.3% | +239.9% |
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