+512.9%
XYZ vs GWRE
+155.3%
+357.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.8% | +4.6% | +1.9% |
| 7D | +2.9% | -25.6% | +28.4% | +21.3% |
| 30D | +1.4% | -12.2% | +13.6% | +6.7% |
| 3M | +14.6% | +17.7% | -3.1% | -4.1% |
| 6M | +20.8% | -11.3% | +32.1% | +17.8% |
| YTD | +23.1% | -25.5% | +48.6% | +34.8% |
| 1Y | +5.6% | -42.8% | +48.5% | +40.1% |
| 3Y | +50.9% | +59.0% | -8.1% | -25.2% |
| 5Y | -68.6% | +21.6% | -90.2% | -80.4% |
| 10Y | +580.0% | +139.2% | +440.8% | +182.5% |
| All | +512.9% | +155.3% | +357.5% | +147.5% |
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 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