-96.7%
CAPR vs GWRE
+793.8%
-890.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.8% | +4.2% | -1.2% |
| 7D | -9.5% | -25.6% | +16.1% | -2.0% |
| 30D | +121.5% | -12.2% | +133.7% | +125.2% |
| 3M | -65.4% | +17.7% | -83.1% | -69.9% |
| 6M | -67.5% | -11.3% | -56.2% | -69.4% |
| YTD | -68.6% | -25.5% | -43.1% | -68.7% |
| 1Y | +42.7% | -42.8% | +85.5% | +56.8% |
| 3Y | +43.4% | +59.0% | -15.7% | +2.0% |
| 5Y | +86.0% | +21.6% | +64.4% | +41.2% |
| 10Y | -77.4% | +139.2% | -216.6% | -86.7% |
| All | -96.7% | +793.8% | -890.5% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling