-64.8%
Z vs GWRE
+32.8%
-97.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -19.9% | +17.8% | +7.4% |
| 7D | -3.0% | -21.1% | +18.1% | +7.1% |
| 30D | -4.2% | +1.3% | -5.5% | -6.7% |
| 3M | -3.7% | +7.4% | -11.1% | -10.2% |
| 6M | -24.5% | +5.6% | -30.1% | -31.0% |
| YTD | -49.3% | -19.2% | -30.1% | -46.7% |
| 1Y | -58.7% | -25.1% | -33.5% | -55.2% |
| 3Y | -34.1% | +87.7% | -121.8% | -65.9% |
| All | -64.8% | +32.8% | -97.7% | -77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling