+1,409.7%
COST vs GWRE
+741.3%
+668.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -1.2% | -13.2% | +12.0% | +0.9% |
| 30D | -4.7% | -18.6% | +13.9% | -2.3% |
| 3M | -7.1% | +18.9% | -26.0% | -10.5% |
| 6M | -8.5% | -11.0% | +2.4% | -8.8% |
| YTD | +5.4% | -29.9% | +35.3% | +8.8% |
| 1Y | -5.6% | -44.3% | +38.7% | +1.2% |
| 3Y | +68.5% | +51.7% | +16.8% | +48.5% |
| 5Y | +105.2% | +15.4% | +89.8% | +84.9% |
| 10Y | +610.7% | +129.4% | +481.3% | +475.8% |
| All | +1,409.7% | +741.3% | +668.4% | +1,026.5% |
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