+58.2%
CAPR vs GWRE
-25.4%
+83.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -19.9% | +21.2% | -0.3% |
| 7D | -2.0% | -21.1% | +19.1% | -3.5% |
| 30D | +139.2% | +1.3% | +137.9% | +138.0% |
| 3M | -66.4% | +7.4% | -73.8% | -64.3% |
| 6M | -63.1% | +5.6% | -68.7% | -60.8% |
| YTD | -67.4% | -19.2% | -48.2% | -59.1% |
| 1Y | +58.2% | -25.1% | +83.4% | +101.5% |
| All | +58.2% | -25.4% | +83.7% | +101.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling