+29.0%
GWRE vs CASY
+266.7%
-237.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -2.0% | +3.6% | -5.5% | -2.6% |
| 30D | -4.1% | +9.1% | -13.1% | -5.5% |
| 3M | -13.4% | -16.5% | +3.2% | -11.1% |
| 6M | +26.0% | -19.7% | +45.7% | +30.4% |
| YTD | -21.3% | +29.3% | -50.6% | -28.5% |
| 1Y | -27.5% | +33.1% | -60.6% | -34.9% |
| 3Y | +72.7% | +158.5% | -85.8% | +24.2% |
| All | +29.0% | +266.7% | -237.7% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling