-36.4%
Z vs GWRE
+66.3%
-102.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.8% | +1.4% | -3.8% |
| 7D | -3.3% | -25.6% | +22.3% | +5.9% |
| 30D | -3.7% | -12.2% | +8.5% | -0.5% |
| 3M | -7.0% | +17.7% | -24.7% | -13.8% |
| 6M | -29.5% | -11.3% | -18.2% | -29.0% |
| YTD | -52.6% | -25.5% | -27.0% | -49.6% |
| 1Y | -64.0% | -42.8% | -21.2% | -57.9% |
| 3Y | -36.4% | +59.0% | -95.4% | -57.0% |
| All | -36.4% | +66.3% | -102.8% | -57.0% |
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