-0.9%
XRT vs GWRE
+15.1%
-16.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | -3.2% | -13.2% | +10.0% | -0.1% |
| 30D | -4.5% | -18.6% | +14.1% | -1.1% |
| 3M | -3.1% | +18.9% | -22.0% | -9.2% |
| 6M | +4.2% | -11.0% | +15.2% | +3.4% |
| YTD | -0.1% | -29.9% | +29.8% | +5.8% |
| 1Y | -3.0% | -44.3% | +41.3% | +10.4% |
| 3Y | +41.8% | +51.7% | -9.9% | +2.2% |
| All | -0.9% | +15.1% | -16.0% | -22.5% |
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