-21.9%
GWRE vs SARO
-22.5%
+0.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.3% |
| 7D | -13.2% | -3.1% | -10.1% | -12.7% |
| 30D | -18.6% | -12.2% | -6.4% | -16.8% |
| 3M | +18.9% | -7.4% | +26.3% | +19.8% |
| 6M | -11.0% | -15.3% | +4.3% | -8.8% |
| YTD | -29.9% | -16.2% | -13.7% | -28.4% |
| 1Y | -44.3% | -12.1% | -32.2% | -44.2% |
| All | -21.9% | -22.5% | +0.6% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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