-63.1%
Z vs GWRE
-45.7%
-17.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | +0.9% |
| 7D | -7.1% | -26.2% | +19.2% | +1.1% |
| 30D | -4.8% | -17.8% | +13.0% | -0.1% |
| 3M | -9.3% | +14.2% | -23.6% | -14.7% |
| 6M | -29.0% | -12.9% | -16.1% | -28.2% |
| YTD | -52.9% | -29.2% | -23.7% | -49.7% |
| 1Y | -63.1% | -44.4% | -18.7% | -57.8% |
| All | -63.1% | -45.7% | -17.4% | -57.8% |
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