+730.8%
GWRE vs SBAC
+362.1%
+368.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.0% | -4.0% | -4.6% |
| 7D | -26.2% | +0.2% | -26.4% | -26.1% |
| 30D | -17.8% | +3.9% | -21.6% | -18.7% |
| 3M | +14.2% | -8.2% | +22.4% | +17.9% |
| 6M | -12.9% | -2.8% | -10.1% | -13.2% |
| YTD | -29.2% | -1.5% | -27.7% | -30.2% |
| 1Y | -44.4% | 0.0% | -44.4% | -45.7% |
| 3Y | +51.1% | -8.4% | +59.5% | +47.7% |
| 5Y | +16.5% | -43.5% | +60.1% | +39.1% |
| 10Y | +131.6% | +86.9% | +44.7% | +45.8% |
| All | +730.8% | +362.1% | +368.7% | +243.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling