+1,250.7%
CBOE vs GWRE
+741.3%
+509.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -5.8% | -13.2% | +7.4% | -4.4% |
| 30D | -3.1% | -18.6% | +15.4% | -1.4% |
| 3M | -4.8% | +18.9% | -23.7% | -7.2% |
| 6M | -0.6% | -11.0% | +10.4% | -0.8% |
| YTD | +12.8% | -29.9% | +42.7% | +15.6% |
| 1Y | +19.8% | -44.3% | +64.1% | +26.2% |
| 3Y | +86.9% | +51.7% | +35.3% | +66.7% |
| 5Y | +136.5% | +15.4% | +121.1% | +116.9% |
| 10Y | +368.4% | +129.4% | +239.0% | +277.9% |
| All | +1,250.7% | +741.3% | +509.3% | +885.6% |
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