-12.9%
GWRE price history and return analytics
+14.6%
-27.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.3% | -5.0% |
| 7D | -26.2% | -0.1% | -26.1% | -26.1% |
| 30D | -17.8% | -0.7% | -17.1% | -17.7% |
| 3M | +14.2% | +4.0% | +10.2% | +14.4% |
| 6M | -12.9% | +12.3% | -25.2% | -11.8% |
| All | -12.9% | +14.6% | -27.5% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 6mo: compounded portfolio wealth divided by compounded VT 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…
6mo analysis · Full analysis span regression · 6 months rolling