+266.2%
SO vs GWRE
+749.2%
-483.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.4% |
| 7D | 0.0% | -26.2% | +26.2% | +1.6% |
| 30D | -2.5% | -17.8% | +15.3% | -1.6% |
| 3M | -4.2% | +14.2% | -18.4% | -5.4% |
| 6M | -7.7% | -12.9% | +5.2% | -7.7% |
| YTD | +3.8% | -29.2% | +33.0% | +5.2% |
| 1Y | +0.1% | -44.4% | +44.5% | +3.1% |
| 3Y | +44.2% | +51.1% | -6.9% | +34.9% |
| 5Y | +57.9% | +16.5% | +41.3% | +49.2% |
| 10Y | +162.0% | +131.6% | +30.4% | +135.9% |
| All | +266.2% | +749.2% | -483.0% | +240.9% |
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