-20.4%
Z vs GWRE
+74.9%
-95.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -1.2% |
| 7D | -4.6% | -0.7% | -3.8% | -4.1% |
| 30D | +8.3% | -1.6% | +9.9% | +9.3% |
| 3M | -11.6% | +0.9% | -12.5% | -13.0% |
| 6M | -33.6% | +23.1% | -56.8% | -40.2% |
| YTD | -56.7% | -19.7% | -37.0% | -55.2% |
| 1Y | -59.1% | -25.0% | -34.1% | -56.7% |
| 3Y | -20.4% | +78.7% | -99.1% | -51.8% |
| All | -20.4% | +74.9% | -95.3% | -51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling