+123.0%
XRT vs GWRE
+131.0%
-8.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | -3.2% | -13.2% | +10.0% | +0.4% |
| 30D | -4.5% | -18.6% | +14.1% | -0.5% |
| 3M | -3.1% | +18.9% | -22.0% | -9.8% |
| 6M | +4.2% | -11.0% | +15.2% | +3.2% |
| YTD | -0.1% | -29.9% | +29.8% | +5.5% |
| 1Y | -3.0% | -44.3% | +41.3% | +10.0% |
| 3Y | +41.8% | +51.7% | -9.9% | +7.6% |
| 5Y | -1.3% | +15.4% | -16.7% | -20.8% |
| All | +123.0% | +131.0% | -8.0% | +39.7% |
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