+51.7%
GWRE vs COO
-38.7%
+90.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -13.2% | -22.5% | +9.3% | -7.1% |
| 30D | -18.6% | -29.7% | +11.2% | -10.5% |
| 3M | +18.9% | -20.1% | +39.0% | +26.8% |
| 6M | -11.0% | -26.9% | +16.0% | -2.7% |
| YTD | -29.9% | -34.2% | +4.3% | -21.1% |
| 1Y | -44.3% | -21.3% | -23.1% | -40.3% |
| 3Y | +51.7% | -38.7% | +90.3% | +77.1% |
| All | +51.7% | -38.7% | +90.3% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3y: compounded portfolio wealth divided by compounded COO 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…
3y analysis · Full analysis span regression · 6 months rolling