+63.9%
CSCO vs GWRE
-25.4%
+89.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -19.9% | +20.5% | +0.2% |
| 7D | -0.7% | -21.1% | +20.4% | -1.0% |
| 30D | -10.1% | +1.3% | -11.4% | -10.2% |
| 3M | -15.7% | +7.4% | -23.1% | -15.1% |
| 6M | +36.3% | +5.6% | +30.7% | +37.2% |
| YTD | +43.8% | -19.2% | +63.0% | +43.6% |
| 1Y | +63.9% | -25.1% | +89.1% | +64.3% |
| All | +63.9% | -25.4% | +89.3% | +64.3% |
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