+43.4%
SMH vs GWRE
-24.5%
+67.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.9% | -8.7% | -2.0% |
| 7D | -11.2% | +2.2% | -13.4% | -10.8% |
| 30D | -20.4% | +4.5% | -25.0% | -19.9% |
| 3M | -12.4% | +6.4% | -18.8% | -11.0% |
| 6M | -0.5% | +18.8% | -19.3% | +5.2% |
| YTD | +40.0% | -15.1% | +55.1% | +51.3% |
| 1Y | +43.4% | -23.4% | +66.8% | +61.8% |
| All | +43.4% | -24.5% | +67.9% | +61.8% |
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 · 6 months rolling