-41.3%
SM vs GWRE
+749.2%
-790.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.0% | +5.6% | +2.3% |
| 7D | -0.2% | -26.2% | +26.0% | +9.7% |
| 30D | +20.3% | -17.8% | +38.0% | +26.6% |
| 3M | +22.9% | +14.2% | +8.7% | +12.2% |
| 6M | +47.8% | -12.9% | +60.7% | +47.0% |
| YTD | +107.5% | -29.2% | +136.7% | +121.0% |
| 1Y | +51.7% | -44.4% | +96.2% | +77.3% |
| 3Y | -0.9% | +51.1% | -51.9% | -28.8% |
| 5Y | +112.2% | +16.5% | +95.7% | +64.3% |
| 10Y | +20.3% | +131.6% | -111.3% | -29.0% |
| All | -41.3% | +749.2% | -790.5% | -69.0% |
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