+971.3%
CME vs GWRE
+793.8%
+177.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.8% | +6.7% | -0.1% |
| 7D | -2.9% | -25.6% | +22.7% | +0.6% |
| 30D | +5.5% | -12.2% | +17.7% | +6.8% |
| 3M | +11.0% | +17.7% | -6.7% | +7.5% |
| 6M | -9.7% | -11.3% | +1.7% | -9.8% |
| YTD | +4.9% | -25.5% | +30.4% | +7.0% |
| 1Y | +10.1% | -42.8% | +52.9% | +16.8% |
| 3Y | +53.5% | +59.0% | -5.5% | +33.4% |
| 5Y | +77.2% | +21.6% | +55.6% | +58.8% |
| 10Y | +282.1% | +139.2% | +142.9% | +197.1% |
| All | +971.3% | +793.8% | +177.6% | +549.9% |
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