-28.1%
COMP vs GWRE
+22.2%
-50.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.8% | +4.5% | +1.3% |
| 7D | +4.1% | -25.6% | +29.6% | +21.2% |
| 30D | -14.5% | -12.2% | -2.3% | -10.9% |
| 3M | +41.8% | +17.7% | +24.1% | +19.0% |
| 6M | +23.6% | -11.3% | +34.9% | +20.0% |
| YTD | +1.7% | -25.5% | +27.2% | +11.4% |
| 1Y | +12.6% | -42.8% | +55.4% | +53.0% |
| 3Y | +221.9% | +59.0% | +162.8% | +13.5% |
| 5Y | -28.1% | +21.6% | -49.7% | -71.1% |
| All | -28.1% | +22.2% | -50.3% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling