-37.7%
CAG vs GWRE
+131.0%
-168.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -5.7% | -13.2% | +7.6% | -4.8% |
| 30D | -2.4% | -18.6% | +16.2% | -1.3% |
| 3M | +9.8% | +18.9% | -9.1% | +8.3% |
| 6M | -10.8% | -11.0% | +0.1% | -11.0% |
| YTD | -10.8% | -29.9% | +19.1% | -9.7% |
| 1Y | -19.0% | -44.3% | +25.4% | -16.7% |
| 3Y | -39.7% | +51.7% | -91.4% | -43.6% |
| 5Y | -43.0% | +15.4% | -58.4% | -45.2% |
| All | -37.7% | +131.0% | -168.6% | -45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling