+327.2%
SMH vs GWRE
+15.1%
+312.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +0.3% | -13.2% | +13.5% | +3.7% |
| 30D | -2.8% | -18.6% | +15.8% | +0.7% |
| 3M | -6.7% | +18.9% | -25.6% | -15.6% |
| 6M | +41.8% | -11.0% | +52.7% | +38.7% |
| YTD | +57.9% | -29.9% | +87.8% | +68.8% |
| 1Y | +87.6% | -44.3% | +132.0% | +121.7% |
| 3Y | +282.9% | +51.7% | +231.3% | +150.2% |
| All | +327.2% | +15.1% | +312.1% | +221.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling