+139.8%
CBOE vs GWRE
+15.1%
+124.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -5.8% | -13.2% | +7.4% | -5.3% |
| 30D | -3.1% | -18.6% | +15.4% | -2.5% |
| 3M | -4.8% | +18.9% | -23.7% | -5.4% |
| 6M | -0.6% | -11.0% | +10.4% | -0.5% |
| YTD | +12.8% | -29.9% | +42.7% | +14.5% |
| 1Y | +19.8% | -44.3% | +64.1% | +23.2% |
| 3Y | +86.9% | +51.7% | +35.3% | +71.9% |
| All | +139.8% | +15.1% | +124.8% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling