+351.0%
SAN vs GWRE
+50.1%
+300.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | +0.2% | -13.2% | +13.4% | +0.9% |
| 30D | +0.9% | -18.6% | +19.5% | +1.9% |
| 3M | +19.1% | +18.9% | +0.2% | +17.0% |
| 6M | +33.2% | -11.0% | +44.1% | +33.4% |
| YTD | +29.1% | -29.9% | +59.0% | +32.0% |
| 1Y | +50.2% | -44.3% | +94.6% | +57.8% |
| 3Y | +351.0% | +51.7% | +299.4% | +310.8% |
| All | +351.0% | +50.1% | +300.9% | +310.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling