+126.9%
GWRE vs SBAC
+87.1%
+39.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.1% |
| 7D | -13.2% | -2.1% | -11.1% | -12.6% |
| 30D | -18.6% | +2.0% | -20.6% | -18.9% |
| 3M | +18.9% | -8.3% | +27.2% | +22.3% |
| 6M | -11.0% | +0.3% | -11.3% | -12.1% |
| YTD | -29.9% | -2.2% | -27.7% | -30.6% |
| 1Y | -44.3% | -4.6% | -39.7% | -44.5% |
| 3Y | +51.7% | -8.3% | +60.0% | +48.7% |
| 5Y | +15.4% | -42.8% | +58.3% | +35.4% |
| All | +126.9% | +87.1% | +39.7% | +71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling