+221.9%
COMP vs GWRE
+66.3%
+155.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.8% | +4.5% | -1.4% |
| 7D | +4.1% | -25.6% | +29.6% | +11.0% |
| 30D | -14.5% | -12.2% | -2.3% | -12.9% |
| 3M | +41.8% | +17.7% | +24.1% | +32.4% |
| 6M | +23.6% | -11.3% | +34.9% | +24.5% |
| YTD | +1.7% | -25.5% | +27.2% | +8.0% |
| 1Y | +12.6% | -42.8% | +55.4% | +32.2% |
| 3Y | +221.9% | +59.0% | +162.8% | +69.2% |
| All | +221.9% | +66.3% | +155.5% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling