+1.5%
SMR vs GWRE
+58.9%
-57.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.0% | -5.1% |
| 7D | +4.7% | -30.9% | +35.7% | +15.5% |
| 30D | +3.2% | -20.7% | +23.9% | +8.6% |
| 3M | +9.9% | +20.2% | -10.3% | -2.6% |
| 6M | -15.1% | -11.9% | -3.3% | -16.4% |
| YTD | -27.9% | -30.3% | +2.4% | -22.6% |
| 1Y | -70.2% | -44.6% | -25.6% | -64.4% |
| 3Y | +72.5% | +48.8% | +23.7% | +40.2% |
| All | +1.5% | +58.9% | -57.4% | -22.9% |
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