+15.1%
COMP vs GWRE
-45.7%
+60.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.1% |
| 7D | +0.8% | -26.2% | +27.1% | +4.0% |
| 30D | -13.9% | -17.8% | +3.9% | -12.6% |
| 3M | +30.7% | +14.2% | +16.5% | +26.9% |
| 6M | +18.7% | -12.9% | +31.6% | +21.1% |
| YTD | +1.0% | -29.2% | +30.3% | +2.5% |
| 1Y | +15.1% | -44.4% | +59.5% | +20.7% |
| All | +15.1% | -45.7% | +60.8% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling