+47.2%
CAPR vs GWRE
-24.5%
+71.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.9% | +2.3% | +9.0% |
| 7D | +43.2% | +2.2% | +41.0% | +43.6% |
| 30D | +14.7% | +4.5% | +10.1% | +15.5% |
| 3M | +113.9% | +6.4% | +107.5% | +116.9% |
| 6M | -73.4% | +18.8% | -92.2% | -70.5% |
| YTD | -69.1% | -15.1% | -54.0% | -40.9% |
| 1Y | +47.2% | -23.4% | +70.6% | +360.0% |
| All | +47.2% | -24.5% | +71.7% | +360.0% |
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 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