+748.2%
CSCO vs GWRE
+749.2%
-1.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.2% | +1.2% |
| 7D | 0.0% | -26.2% | +26.2% | +5.3% |
| 30D | -10.7% | -17.8% | +7.0% | -8.3% |
| 3M | -8.7% | +14.2% | -23.0% | -13.3% |
| 6M | +44.9% | -12.9% | +57.8% | +44.2% |
| YTD | +44.1% | -29.2% | +73.4% | +49.5% |
| 1Y | +65.9% | -44.4% | +110.3% | +81.5% |
| 3Y | +109.0% | +51.1% | +57.9% | +73.1% |
| 5Y | +114.8% | +16.5% | +98.2% | +84.9% |
| 10Y | +377.3% | +131.6% | +245.8% | +239.8% |
| All | +748.2% | +749.2% | -1.0% | +420.5% |
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