+122.0%
CSCO vs GWRE
+15.1%
+106.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.3% |
| 7D | +2.7% | -13.2% | +15.9% | +4.2% |
| 30D | -9.5% | -18.6% | +9.1% | -8.1% |
| 3M | -7.6% | +18.9% | -26.5% | -11.1% |
| 6M | +44.9% | -11.0% | +55.8% | +44.4% |
| YTD | +47.7% | -29.9% | +77.6% | +52.5% |
| 1Y | +69.1% | -44.3% | +113.4% | +81.4% |
| 3Y | +113.5% | +51.7% | +61.9% | +83.3% |
| All | +122.0% | +15.1% | +106.9% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling