-73.1%
SMR vs GWRE
-25.4%
-47.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -19.9% | +19.4% | +0.2% |
| 7D | +4.4% | -21.1% | +25.5% | +5.2% |
| 30D | +3.4% | +1.3% | +2.1% | +3.3% |
| 3M | -19.2% | +7.4% | -26.6% | -19.0% |
| 6M | -22.6% | +5.6% | -28.3% | -23.2% |
| YTD | -31.5% | -19.2% | -12.3% | -33.4% |
| 1Y | -73.1% | -25.1% | -47.9% | -73.1% |
| All | -73.1% | -25.4% | -47.7% | -73.1% |
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 · 6 months rolling