+322.7%
CG vs GWRE
+414.2%
-91.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.0% | +1.0% | -2.4% |
| 7D | -6.4% | -26.2% | +19.8% | +2.3% |
| 30D | -7.1% | -17.8% | +10.7% | -2.1% |
| 3M | -1.6% | +14.2% | -15.8% | -8.3% |
| 6M | -8.3% | -12.9% | +4.6% | -8.4% |
| YTD | -23.8% | -29.2% | +5.4% | -18.8% |
| 1Y | -28.7% | -44.4% | +15.7% | -17.3% |
| 3Y | +49.2% | +51.1% | -1.9% | +14.5% |
| 5Y | +5.5% | +16.5% | -11.0% | -13.7% |
| 10Y | +331.2% | +131.6% | +199.6% | +187.1% |
| All | +322.7% | +414.2% | -91.5% | +157.3% |
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