-60.3%
Z vs GWRE
-29.0%
-31.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.3% | -2.2% | -4.3% |
| 7D | -6.5% | -3.5% | -3.0% | -5.0% |
| 30D | -0.1% | -7.1% | +7.0% | +2.9% |
| 3M | -14.1% | -10.1% | -4.0% | -12.1% |
| 6M | -30.1% | +12.3% | -42.4% | -34.5% |
| YTD | -57.5% | -22.7% | -34.9% | -55.3% |
| 1Y | -60.3% | -28.6% | -31.7% | -56.1% |
| All | -60.3% | -29.0% | -31.3% | -56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling