+774.5%
GWRE vs CASY
+1,475.5%
-701.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.0% | -4.8% | -7.1% |
| 7D | -25.6% | -4.4% | -21.2% | -24.6% |
| 30D | -12.2% | -12.0% | -0.2% | -9.5% |
| 3M | +17.7% | -2.3% | +20.0% | +16.8% |
| 6M | -11.3% | +10.5% | -21.9% | -15.7% |
| YTD | -25.5% | +33.0% | -58.5% | -33.2% |
| 1Y | -42.8% | +41.1% | -84.0% | -49.8% |
| 3Y | +59.0% | +207.5% | -148.5% | +7.8% |
| 5Y | +21.6% | +290.7% | -269.1% | -24.4% |
| 10Y | +139.2% | +556.5% | -417.3% | +21.5% |
| All | +774.5% | +1,475.5% | -701.0% | +235.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling