+395.2%
COR vs GWRE
+131.0%
+264.2%
-32.4%
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 | -2.8% | -13.2% | +10.4% | -1.2% |
| 30D | +2.6% | -18.6% | +21.1% | +4.6% |
| 3M | +14.5% | +18.9% | -4.4% | +11.1% |
| 6M | -7.8% | -11.0% | +3.1% | -7.9% |
| YTD | -4.2% | -29.9% | +25.7% | -1.5% |
| 1Y | +7.0% | -44.3% | +51.4% | +13.4% |
| 3Y | +85.5% | +51.7% | +33.9% | +62.2% |
| 5Y | +181.2% | +15.4% | +165.8% | +160.2% |
| All | +395.2% | +131.0% | +264.2% | +279.2% |
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 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