+8.8%
COMP vs GWRE
-27.3%
+36.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.4% |
| 7D | +2.2% | -7.3% | +9.5% | +3.4% |
| 30D | +16.3% | -4.0% | +20.3% | +17.1% |
| 3M | -19.1% | -10.5% | -8.7% | -18.7% |
| 6M | +17.1% | +17.7% | -0.6% | +13.4% |
| YTD | -2.9% | -21.3% | +18.4% | -1.8% |
| 1Y | +8.8% | -28.0% | +36.8% | +10.8% |
| All | +8.8% | -27.3% | +36.1% | +10.8% |
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