+584.7%
CI vs GWRE
+736.4%
-151.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | -1.3% | -30.9% | +29.6% | +3.5% |
| 30D | +3.1% | -20.7% | +23.8% | +5.9% |
| 3M | -4.5% | +20.2% | -24.7% | -7.9% |
| 6M | +8.3% | -11.9% | +20.1% | +8.0% |
| YTD | +3.8% | -30.3% | +34.1% | +7.0% |
| 1Y | -5.0% | -44.6% | +39.6% | +1.6% |
| 3Y | +5.8% | +48.8% | -43.0% | -7.6% |
| 5Y | +50.6% | +14.8% | +35.8% | +36.2% |
| 10Y | +143.3% | +128.1% | +15.2% | +87.0% |
| All | +584.7% | +736.4% | -151.6% | +382.3% |
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