-57.7%
Z vs GWRE
-28.5%
-29.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.9% |
| 7D | +0.8% | -2.0% | +2.8% | +1.6% |
| 30D | +5.2% | -4.1% | +9.3% | +7.1% |
| 3M | -17.0% | -13.4% | -3.7% | -14.2% |
| 6M | -22.7% | +26.0% | -48.6% | -30.4% |
| YTD | -56.3% | -21.3% | -35.0% | -54.2% |
| 1Y | -57.7% | -27.5% | -30.1% | -53.4% |
| All | -57.7% | -28.5% | -29.1% | -53.4% |
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 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