-23.4%
GWRE vs SBAC
+2.4%
-25.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.8% | +0.1% | +4.8% |
| 7D | +2.2% | +5.8% | -3.6% | +1.1% |
| 30D | +4.5% | +20.8% | -16.3% | +1.1% |
| 3M | +6.4% | +4.8% | +1.7% | +5.4% |
| 6M | +18.8% | -9.1% | +28.0% | +16.8% |
| YTD | -15.1% | +3.1% | -18.2% | -18.7% |
| 1Y | -23.4% | +2.2% | -25.6% | -26.0% |
| All | -23.4% | +2.4% | -25.8% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling