+1.5%
XRT vs GWRE
-25.4%
+26.9%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -19.9% | +20.9% | +2.0% |
| 7D | +0.8% | -21.1% | +21.9% | +1.9% |
| 30D | -4.2% | +1.3% | -5.5% | -4.7% |
| 3M | +5.1% | +7.4% | -2.4% | +3.6% |
| 6M | +2.4% | +5.6% | -3.2% | +0.9% |
| YTD | +3.2% | -19.2% | +22.4% | +3.6% |
| 1Y | +1.5% | -25.1% | +26.7% | +3.1% |
| All | +1.5% | -25.4% | +26.9% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling