-78.7%
CAPR vs GWRE
+131.0%
-209.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.7% |
| 7D | -11.0% | -13.2% | +2.3% | -6.9% |
| 30D | +99.8% | -18.6% | +118.3% | +108.0% |
| 3M | -66.6% | +18.9% | -85.5% | -71.4% |
| 6M | -75.1% | -11.0% | -64.1% | -76.6% |
| YTD | -71.0% | -29.9% | -41.1% | -70.3% |
| 1Y | +30.0% | -44.3% | +74.3% | +46.9% |
| 3Y | +29.0% | +51.7% | -22.7% | -12.0% |
| 5Y | +70.8% | +15.4% | +55.4% | +29.1% |
| All | -78.7% | +131.0% | -209.7% | -86.0% |
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 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