-7.7%
SO vs GWRE
-14.5%
+6.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.9% |
| 7D | 0.0% | -26.2% | +26.2% | -0.6% |
| 30D | -2.5% | -17.8% | +15.3% | -2.7% |
| 3M | -4.2% | +14.2% | -18.4% | -3.5% |
| 6M | -7.7% | -12.9% | +5.2% | -5.8% |
| All | -7.7% | -14.5% | +6.8% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling