-11.3%
SIRI vs GWRE
+131.0%
-142.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +0.6% | -13.2% | +13.8% | +3.3% |
| 30D | +2.5% | -18.6% | +21.1% | +5.7% |
| 3M | +6.6% | +18.9% | -12.3% | +1.5% |
| 6M | +32.9% | -11.0% | +43.8% | +32.5% |
| YTD | +50.5% | -29.9% | +80.4% | +57.3% |
| 1Y | +28.0% | -44.3% | +72.3% | +40.8% |
| 3Y | -22.4% | +51.7% | -74.1% | -36.5% |
| 5Y | -41.3% | +15.4% | -56.7% | -49.1% |
| All | -11.3% | +131.0% | -142.3% | -39.9% |
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