+544.1%
XLY vs GWRE
+741.3%
-197.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -1.7% | -13.2% | +11.5% | +1.6% |
| 30D | -4.2% | -18.6% | +14.4% | -0.3% |
| 3M | -2.7% | +18.9% | -21.6% | -8.6% |
| 6M | -0.6% | -11.0% | +10.3% | -1.4% |
| YTD | -5.0% | -29.9% | +24.9% | -0.3% |
| 1Y | -4.1% | -44.3% | +40.2% | +6.9% |
| 3Y | +33.6% | +51.7% | -18.1% | +8.2% |
| 5Y | +28.7% | +15.4% | +13.3% | +9.1% |
| 10Y | +219.6% | +129.4% | +90.2% | +127.5% |
| All | +544.1% | +741.3% | -197.2% | +305.9% |
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