+67.3%
CSGP vs GWRE
+177.2%
-109.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.6% | +2.4% |
| 7D | -1.8% | -1.0% | -0.8% | -1.4% |
| 30D | +5.3% | -3.9% | +9.2% | +6.9% |
| 3M | +3.3% | -5.7% | +9.0% | +3.9% |
| 6M | -4.7% | +16.2% | -20.8% | -13.0% |
| YTD | -53.5% | -20.0% | -33.6% | -51.9% |
| 1Y | -53.7% | -26.2% | -27.5% | -50.6% |
| 3Y | -59.7% | +79.5% | -139.3% | -72.1% |
| 5Y | -62.5% | +25.8% | -88.3% | -70.6% |
| 10Y | +67.3% | +173.0% | -105.7% | -4.2% |
| All | +67.3% | +177.2% | -109.9% | -4.2% |
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