+27.5%
SOLS vs GWRE
-42.6%
+70.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -3.5% | -13.2% | +9.8% | -5.4% |
| 30D | -1.0% | -18.6% | +17.6% | -3.1% |
| 3M | -24.1% | +18.9% | -43.0% | -21.4% |
| 6M | -18.0% | -11.0% | -7.0% | -15.6% |
| YTD | +27.1% | -29.9% | +57.0% | +42.8% |
| All | +27.5% | -42.6% | +70.2% | +52.7% |
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 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