+61.9%
SNY vs GWRE
+131.0%
-69.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -3.3% | -13.2% | +9.9% | -1.9% |
| 30D | -2.2% | -18.6% | +16.4% | -0.4% |
| 3M | -3.0% | +18.9% | -21.9% | -5.6% |
| 6M | +2.7% | -11.0% | +13.7% | +2.5% |
| YTD | -6.8% | -29.9% | +23.0% | -4.6% |
| 1Y | -5.3% | -44.3% | +39.1% | -0.2% |
| 3Y | -9.8% | +51.7% | -61.5% | -18.9% |
| 5Y | +9.7% | +15.4% | -5.8% | +2.3% |
| All | +61.9% | +131.0% | -69.1% | +28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling