+977.6%
CAT vs GWRE
+793.8%
+183.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.8% | +8.9% | +2.2% |
| 7D | +5.6% | -25.6% | +31.1% | +9.8% |
| 30D | -2.3% | -12.2% | +9.9% | -1.2% |
| 3M | -10.0% | +17.7% | -27.7% | -14.2% |
| 6M | +21.2% | -11.3% | +32.6% | +20.0% |
| YTD | +44.4% | -25.5% | +70.0% | +47.2% |
| 1Y | +96.3% | -42.8% | +139.1% | +111.4% |
| 3Y | +203.9% | +59.0% | +144.9% | +153.3% |
| 5Y | +333.5% | +21.6% | +311.9% | +275.1% |
| 10Y | +1,126.0% | +139.2% | +986.9% | +781.4% |
| All | +977.6% | +793.8% | +183.8% | +531.2% |
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