+338.5%
COP vs GWRE
+131.0%
+207.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +2.3% | -13.2% | +15.5% | +4.5% |
| 30D | +8.6% | -18.6% | +27.2% | +11.3% |
| 3M | +19.9% | +18.9% | +1.0% | +14.5% |
| 6M | +19.0% | -11.0% | +30.0% | +18.4% |
| YTD | +50.0% | -29.9% | +79.9% | +55.1% |
| 1Y | +50.5% | -44.3% | +94.9% | +62.7% |
| 3Y | +25.2% | +51.7% | -26.5% | +4.1% |
| 5Y | +194.3% | +15.4% | +178.8% | +160.7% |
| All | +338.5% | +131.0% | +207.5% | +230.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling