+562.3%
SE vs GWRE
+79.6%
+482.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.1% |
| 7D | -4.8% | -30.9% | +26.2% | +15.2% |
| 30D | -18.1% | -20.7% | +2.6% | -9.6% |
| 3M | +30.6% | +20.2% | +10.5% | +9.6% |
| 6M | +20.8% | -11.9% | +32.6% | +17.7% |
| YTD | -15.6% | -30.3% | +14.7% | -5.4% |
| 1Y | -44.2% | -44.6% | +0.4% | -27.1% |
| 3Y | +181.5% | +48.8% | +132.7% | +48.2% |
| 5Y | -66.9% | +14.8% | -81.7% | -78.8% |
| All | +562.3% | +79.6% | +482.7% | +194.6% |
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