+611.7%
SONY vs GWRE
+741.3%
-129.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -2.7% | -13.2% | +10.5% | +0.7% |
| 30D | +1.5% | -18.6% | +20.1% | +5.7% |
| 3M | +13.0% | +18.9% | -5.9% | +6.6% |
| 6M | +11.2% | -11.0% | +22.2% | +10.9% |
| YTD | -6.6% | -29.9% | +23.3% | -1.7% |
| 1Y | -18.1% | -44.3% | +26.2% | -8.6% |
| 3Y | +42.1% | +51.7% | -9.6% | +15.7% |
| 5Y | +11.0% | +15.4% | -4.4% | -5.2% |
| 10Y | +289.2% | +129.4% | +159.7% | +169.7% |
| All | +611.7% | +741.3% | -129.6% | +361.6% |
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