-14.4%
SMR vs GWRE
+59.8%
-74.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.6% | -16.3% | -15.8% |
| 7D | -11.2% | -13.2% | +2.0% | -7.9% |
| 30D | -10.2% | -18.6% | +8.4% | -6.3% |
| 3M | -10.0% | +18.9% | -28.9% | -19.9% |
| 6M | -30.5% | -11.0% | -19.5% | -31.8% |
| YTD | -39.2% | -29.9% | -9.3% | -34.8% |
| 1Y | -75.5% | -44.3% | -31.2% | -70.8% |
| 3Y | +45.4% | +51.7% | -6.2% | +17.8% |
| All | -14.4% | +59.8% | -74.2% | -35.1% |
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 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