+40.1%
CSGP vs GWRE
+137.0%
-96.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.8% | +6.0% | +1.1% |
| 7D | -5.1% | -25.6% | +20.4% | +4.7% |
| 30D | +0.3% | -12.2% | +12.5% | +3.9% |
| 3M | -9.1% | +17.7% | -26.8% | -16.4% |
| 6M | -37.3% | -11.3% | -25.9% | -36.8% |
| YTD | -54.9% | -25.5% | -29.4% | -51.8% |
| 1Y | -65.5% | -42.8% | -22.7% | -59.4% |
| 3Y | -63.3% | +59.0% | -122.3% | -73.3% |
| 5Y | -65.8% | +21.6% | -87.4% | -72.9% |
| 10Y | +40.1% | +139.2% | -99.1% | -15.1% |
| All | +40.1% | +137.0% | -96.9% | -15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling