+1,563.6%
SIMO vs GWRE
+793.8%
+769.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -7.8% | +14.0% | +7.8% |
| 7D | +14.6% | -25.6% | +40.2% | +20.4% |
| 30D | +6.2% | -12.2% | +18.4% | +7.1% |
| 3M | +3.6% | +17.7% | -14.1% | -5.4% |
| 6M | +130.8% | -11.3% | +142.1% | +123.7% |
| YTD | +195.8% | -25.5% | +221.3% | +199.1% |
| 1Y | +225.0% | -42.8% | +267.8% | +255.4% |
| 3Y | +452.3% | +59.0% | +393.3% | +329.4% |
| 5Y | +303.6% | +21.6% | +282.0% | +230.8% |
| 10Y | +528.8% | +139.2% | +389.6% | +309.1% |
| All | +1,563.6% | +793.8% | +769.8% | +746.8% |
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