-15.6%
Z vs GWRE
+167.6%
-183.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +4.0% |
| 7D | +0.8% | -2.0% | +2.8% | +1.9% |
| 30D | +5.2% | -4.1% | +9.3% | +7.7% |
| 3M | -17.0% | -13.4% | -3.7% | -12.7% |
| 6M | -22.7% | +26.0% | -48.6% | -35.4% |
| YTD | -56.3% | -21.3% | -35.0% | -53.9% |
| 1Y | -57.7% | -27.5% | -30.1% | -53.2% |
| 3Y | -16.5% | +72.7% | -89.2% | -50.4% |
| 5Y | -53.4% | +26.4% | -79.8% | -67.5% |
| All | -15.6% | +167.6% | -183.2% | -62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling