+289.2%
SAN vs GWRE
+749.2%
-460.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.0% | +3.8% | -0.1% |
| 7D | -0.5% | -26.2% | +25.7% | +5.7% |
| 30D | -0.1% | -17.8% | +17.7% | +3.4% |
| 3M | +19.6% | +14.2% | +5.4% | +13.5% |
| 6M | +32.7% | -12.9% | +45.6% | +32.1% |
| YTD | +26.7% | -29.2% | +55.9% | +31.9% |
| 1Y | +51.6% | -44.4% | +96.1% | +67.7% |
| 3Y | +348.7% | +51.1% | +297.7% | +260.1% |
| 5Y | +378.7% | +16.5% | +362.2% | +302.7% |
| 10Y | +336.9% | +131.6% | +205.4% | +190.9% |
| All | +289.2% | +749.2% | -460.0% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling