+39.9%
XRT vs GWRE
+49.2%
-9.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -3.6% | -30.9% | +27.4% | +0.2% |
| 30D | -6.7% | -20.7% | +14.0% | -4.8% |
| 3M | -1.4% | +20.2% | -21.5% | -4.7% |
| 6M | +1.7% | -11.9% | +13.6% | +1.6% |
| YTD | -1.5% | -30.3% | +28.8% | +2.0% |
| 1Y | -2.5% | -44.6% | +42.2% | +5.1% |
| All | +39.9% | +49.2% | -9.3% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling