+215.2%
XLY vs GWRE
+131.0%
+84.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -1.7% | -13.2% | +11.5% | +2.0% |
| 30D | -4.2% | -18.6% | +14.4% | +0.1% |
| 3M | -2.7% | +18.9% | -21.6% | -9.5% |
| 6M | -0.6% | -11.0% | +10.3% | -1.6% |
| YTD | -5.0% | -29.9% | +24.9% | +0.7% |
| 1Y | -4.1% | -44.3% | +40.2% | +9.3% |
| 3Y | +33.6% | +51.7% | -18.1% | +1.0% |
| 5Y | +28.7% | +15.4% | +13.3% | +3.4% |
| All | +215.2% | +131.0% | +84.2% | +104.1% |
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