+547.1%
XYZ vs GWRE
+169.9%
+377.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.5% |
| 7D | -1.1% | -2.0% | +0.9% | +0.1% |
| 30D | +11.5% | -4.1% | +15.6% | +13.7% |
| 3M | +1.8% | -13.4% | +15.2% | +6.2% |
| 6M | +21.2% | +26.0% | -4.8% | -7.6% |
| YTD | +29.9% | -21.3% | +51.2% | +34.7% |
| 1Y | +35.8% | -27.5% | +63.3% | +48.9% |
| 3Y | +62.6% | +72.7% | -10.1% | -25.6% |
| 5Y | -62.8% | +26.4% | -89.2% | -77.7% |
| 10Y | +612.0% | +169.3% | +442.6% | +171.8% |
| All | +547.1% | +169.9% | +377.3% | +147.4% |
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