+262.8%
SGI vs GWRE
+131.0%
+131.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -4.5% | -13.2% | +8.8% | 0.0% |
| 30D | +4.2% | -18.6% | +22.8% | +9.7% |
| 3M | -7.4% | +18.9% | -26.3% | -15.8% |
| 6M | -15.1% | -11.0% | -4.1% | -16.8% |
| YTD | -24.7% | -29.9% | +5.2% | -19.6% |
| 1Y | -21.8% | -44.3% | +22.6% | -8.4% |
| 3Y | +50.0% | +51.7% | -1.6% | +3.4% |
| 5Y | +48.9% | +15.4% | +33.5% | +12.7% |
| All | +262.8% | +131.0% | +131.8% | +101.6% |
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 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