+16.1%
GWRE vs SBAC
-43.5%
+59.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.1% |
| 7D | -13.2% | -2.1% | -11.1% | -12.7% |
| 30D | -18.6% | +2.0% | -20.6% | -18.9% |
| 3M | +18.9% | -8.3% | +27.2% | +21.8% |
| 6M | -11.0% | +0.3% | -11.3% | -12.0% |
| YTD | -29.9% | -2.2% | -27.7% | -30.5% |
| 1Y | -44.3% | -4.6% | -39.7% | -44.4% |
| 3Y | +51.7% | -8.3% | +60.0% | +48.6% |
| All | +16.1% | -43.5% | +59.6% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling