+104.6%
CSCO vs GWRE
+49.2%
+55.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.7% |
| 7D | -1.1% | -30.9% | +29.9% | +0.7% |
| 30D | -10.8% | -20.7% | +9.9% | -10.0% |
| 3M | -9.2% | +20.2% | -29.4% | -11.5% |
| 6M | +39.5% | -11.9% | +51.4% | +39.7% |
| YTD | +41.5% | -30.3% | +71.8% | +45.2% |
| 1Y | +61.0% | -44.6% | +105.6% | +69.8% |
| All | +104.6% | +49.2% | +55.4% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling