+4,789.7%
SITM vs GWRE
+18.8%
+4,770.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +5.0% | +5.2% |
| 7D | +3.9% | -13.2% | +17.1% | +11.7% |
| 30D | -6.6% | -18.6% | +12.0% | -0.4% |
| 3M | -11.9% | +18.9% | -30.8% | -30.0% |
| 6M | +81.1% | -11.0% | +92.1% | +63.6% |
| YTD | +80.0% | -29.9% | +109.9% | +88.0% |
| 1Y | +145.8% | -44.3% | +190.2% | +207.8% |
| 3Y | +475.9% | +51.7% | +424.2% | +155.0% |
| 5Y | +189.2% | +15.4% | +173.8% | +68.9% |
| All | +4,789.7% | +18.8% | +4,770.9% | +1,986.9% |
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 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