+57.8%
SO vs GWRE
+15.1%
+42.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -1.1% | -13.2% | +12.2% | -0.9% |
| 30D | -5.0% | -18.6% | +13.6% | -4.8% |
| 3M | -5.8% | +18.9% | -24.7% | -6.0% |
| 6M | -7.9% | -11.0% | +3.0% | -7.9% |
| YTD | +2.4% | -29.9% | +32.3% | +3.1% |
| 1Y | -2.3% | -44.3% | +42.1% | -1.0% |
| 3Y | +41.9% | +51.7% | -9.8% | +35.0% |
| All | +57.8% | +15.1% | +42.7% | +46.9% |
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 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