+171.7%
SLV vs GWRE
+49.2%
+122.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.8% | -5.2% |
| 7D | -5.0% | -30.9% | +25.9% | -2.4% |
| 30D | -1.8% | -20.7% | +18.9% | -0.3% |
| 3M | -0.3% | +20.2% | -20.4% | -2.9% |
| 6M | -28.2% | -11.9% | -16.4% | -27.9% |
| YTD | -10.7% | -30.3% | +19.6% | -8.8% |
| 1Y | +53.7% | -44.6% | +98.3% | +60.8% |
| All | +171.7% | +49.2% | +122.5% | +149.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling