+126.9%
GWRE vs CASY
+453.5%
-326.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.1% |
| 7D | -13.2% | -18.6% | +5.4% | -9.0% |
| 30D | -18.6% | -26.6% | +8.1% | -12.6% |
| 3M | +18.9% | -32.8% | +51.7% | +30.1% |
| 6M | -11.0% | -10.0% | -0.9% | -10.9% |
| YTD | -29.9% | +11.6% | -41.5% | -34.5% |
| 1Y | -44.3% | +11.5% | -55.8% | -48.1% |
| 3Y | +51.7% | +160.7% | -109.0% | +6.2% |
| 5Y | +15.4% | +232.4% | -217.0% | -26.2% |
| All | +126.9% | +453.5% | -326.6% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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