+41.3%
SBUX vs GWRE
-24.5%
+65.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.9% | -1.2% | +4.4% |
| 7D | +6.3% | +2.2% | +4.1% | +6.1% |
| 30D | +16.2% | +4.5% | +11.6% | +15.8% |
| 3M | +5.1% | +6.4% | -1.3% | +4.6% |
| 6M | +5.7% | +18.8% | -13.1% | +4.1% |
| YTD | +32.6% | -15.1% | +47.8% | +41.2% |
| 1Y | +41.3% | -23.4% | +64.7% | +61.3% |
| All | +41.3% | -24.5% | +65.8% | +61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling