-44.8%
COMP vs GWRE
+57.5%
-102.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -19.9% | +20.5% | +12.5% |
| 7D | +1.4% | -21.1% | +22.5% | +14.4% |
| 30D | -13.3% | +1.3% | -14.6% | -17.3% |
| 3M | +41.1% | +7.4% | +33.7% | +26.1% |
| 6M | +17.2% | +5.6% | +11.6% | -0.1% |
| YTD | +5.2% | -19.2% | +24.4% | +9.7% |
| 1Y | +18.9% | -25.1% | +44.1% | +26.8% |
| 3Y | +215.9% | +87.7% | +128.2% | -4.4% |
| 5Y | -31.2% | +32.0% | -63.2% | -72.9% |
| All | -44.8% | +57.5% | -102.4% | -81.9% |
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