-63.7%
XYZ vs GWRE
+26.4%
-90.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.4% |
| 7D | -1.1% | -2.0% | +0.9% | 0.0% |
| 30D | +11.5% | -4.1% | +15.6% | +13.4% |
| 3M | +1.8% | -13.4% | +15.2% | +5.8% |
| 6M | +21.2% | +26.0% | -4.8% | -4.6% |
| YTD | +29.9% | -21.3% | +51.2% | +37.0% |
| 1Y | +35.8% | -27.5% | +63.3% | +51.2% |
| 3Y | +62.6% | +72.7% | -10.1% | -33.4% |
| All | -63.7% | +26.4% | -90.1% | -76.6% |
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