-3.6%
COST vs GWRE
-25.4%
+21.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -19.9% | +18.9% | -0.4% |
| 7D | -3.1% | -21.1% | +18.0% | -2.4% |
| 30D | -2.8% | +1.3% | -4.1% | -2.9% |
| 3M | -5.7% | +7.4% | -13.1% | -6.3% |
| 6M | -8.8% | +5.6% | -14.4% | -9.6% |
| YTD | +6.7% | -19.2% | +25.9% | +8.0% |
| 1Y | -3.6% | -25.1% | +21.5% | -2.2% |
| All | -3.6% | -25.4% | +21.8% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling