+553.4%
SE vs GWRE
+80.7%
+472.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.7% |
| 7D | -5.2% | -13.2% | +8.0% | +2.5% |
| 30D | -17.1% | -18.6% | +1.5% | -9.9% |
| 3M | +24.0% | +18.9% | +5.1% | +4.7% |
| 6M | +21.0% | -11.0% | +31.9% | +17.2% |
| YTD | -16.7% | -29.9% | +13.2% | -7.0% |
| 1Y | -45.9% | -44.3% | -1.6% | -29.5% |
| 3Y | +177.8% | +51.7% | +126.2% | +44.0% |
| 5Y | -67.4% | +15.4% | -82.8% | -79.2% |
| All | +553.4% | +80.7% | +472.7% | +189.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling