+27.9%
GWRE vs SOXQ
+286.7%
-258.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.1% |
| 7D | -13.2% | +0.8% | -14.0% | -13.5% |
| 30D | -18.6% | -4.6% | -14.0% | -17.8% |
| 3M | +18.9% | -10.2% | +29.1% | +19.2% |
| 6M | -11.0% | +49.7% | -60.6% | -29.2% |
| YTD | -29.9% | +67.2% | -97.1% | -47.4% |
| 1Y | -44.3% | +98.0% | -142.3% | -61.8% |
| 3Y | +51.7% | +237.2% | -185.5% | -27.6% |
| 5Y | +15.4% | +261.3% | -245.8% | -49.4% |
| All | +27.9% | +286.7% | -258.7% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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