+268.4%
XRT vs GWRE
+749.2%
-480.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.0% | +3.4% | -0.4% |
| 7D | -2.4% | -26.2% | +23.8% | +4.1% |
| 30D | -6.9% | -17.8% | +10.8% | -3.6% |
| 3M | -0.4% | +14.2% | -14.7% | -5.6% |
| 6M | +2.2% | -12.9% | +15.1% | +2.0% |
| YTD | -0.7% | -29.2% | +28.6% | +3.9% |
| 1Y | -2.0% | -44.4% | +42.4% | +9.2% |
| 3Y | +41.0% | +51.1% | -10.1% | +13.9% |
| 5Y | -3.3% | +16.5% | -19.8% | -18.6% |
| 10Y | +124.8% | +131.6% | -6.7% | +56.3% |
| All | +268.4% | +749.2% | -480.8% | +128.3% |
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