+43.0%
CG vs GWRE
+50.1%
-7.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -9.9% | -13.2% | +3.4% | -7.2% |
| 30D | -11.7% | -18.6% | +6.9% | -8.4% |
| 3M | -4.3% | +18.9% | -23.2% | -9.3% |
| 6M | -8.8% | -11.0% | +2.2% | -8.4% |
| YTD | -26.9% | -29.9% | +3.0% | -22.1% |
| 1Y | -35.4% | -44.3% | +8.9% | -26.3% |
| 3Y | +43.0% | +51.7% | -8.6% | +8.6% |
| All | +43.0% | +50.1% | -7.1% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling