+28.4%
XLY vs GWRE
+15.1%
+13.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -1.7% | -13.2% | +11.5% | +1.4% |
| 30D | -4.2% | -18.6% | +14.4% | -0.6% |
| 3M | -2.7% | +18.9% | -21.6% | -8.7% |
| 6M | -0.6% | -11.0% | +10.3% | -1.2% |
| YTD | -5.0% | -29.9% | +24.9% | +0.8% |
| 1Y | -4.1% | -44.3% | +40.2% | +9.2% |
| 3Y | +33.6% | +51.7% | -18.1% | -2.3% |
| All | +28.4% | +15.1% | +13.3% | +0.9% |
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 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