-3.9%
Z vs GWRE
+130.1%
-133.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | +1.9% |
| 7D | -7.1% | -26.2% | +19.2% | +6.8% |
| 30D | -4.8% | -17.8% | +13.0% | +3.3% |
| 3M | -9.3% | +14.2% | -23.6% | -18.3% |
| 6M | -29.0% | -12.9% | -16.1% | -28.4% |
| YTD | -52.9% | -29.2% | -23.7% | -47.3% |
| 1Y | -63.1% | -44.4% | -18.7% | -52.9% |
| 3Y | -36.9% | +51.1% | -87.9% | -59.4% |
| 5Y | -65.5% | +16.5% | -82.0% | -74.8% |
| 10Y | -3.9% | +131.6% | -135.4% | -50.5% |
| All | -3.9% | +130.1% | -133.9% | -50.5% |
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 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