+326.6%
SGI vs GWRE
+749.2%
-422.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.0% | +3.1% | -0.3% |
| 7D | +0.6% | -26.2% | +26.8% | +9.9% |
| 30D | +5.5% | -17.8% | +23.3% | +10.8% |
| 3M | -3.6% | +14.2% | -17.8% | -10.8% |
| 6M | -15.0% | -12.9% | -2.1% | -16.0% |
| YTD | -23.0% | -29.2% | +6.2% | -18.6% |
| 1Y | -18.4% | -44.4% | +26.0% | -5.7% |
| 3Y | +57.8% | +51.1% | +6.7% | +15.1% |
| 5Y | +51.5% | +16.5% | +34.9% | +19.0% |
| 10Y | +275.2% | +131.6% | +143.6% | +122.4% |
| All | +326.6% | +749.2% | -422.6% | +79.6% |
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