+11.1%
SKDD vs GWRE
+25.4%
-14.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +28.6% | -1.9% | +30.5% | +30.6% |
| 7D | +60.6% | +4.5% | +56.0% | +53.0% |
| 30D | +76.2% | +1.7% | +74.5% | +70.8% |
| 3M | -4.6% | +4.4% | -9.0% | -30.9% |
| All | +11.1% | +25.4% | -14.4% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling