+14.8%
GWRE vs COO
-51.8%
+66.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.7% | +13.2% | +4.7% |
| 7D | -30.9% | -23.3% | -7.6% | -22.9% |
| 30D | -20.7% | -29.5% | +8.8% | -8.2% |
| 3M | +20.2% | -20.0% | +40.1% | +32.0% |
| 6M | -11.9% | -27.2% | +15.3% | +0.4% |
| YTD | -30.3% | -33.9% | +3.6% | -17.2% |
| 1Y | -44.6% | -19.9% | -24.7% | -39.9% |
| 3Y | +48.8% | -38.1% | +86.9% | +74.0% |
| 5Y | +14.8% | -52.0% | +66.7% | +55.0% |
| All | +14.8% | -51.8% | +66.6% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling