+113.9%
SOXX vs GWRE
-25.4%
+139.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -19.9% | +23.5% | +0.9% |
| 7D | +2.2% | -21.1% | +23.3% | -0.6% |
| 30D | -2.0% | +1.3% | -3.3% | -1.4% |
| 3M | -13.7% | +7.4% | -21.1% | -10.2% |
| 6M | +52.4% | +5.6% | +46.8% | +59.3% |
| YTD | +72.8% | -19.2% | +92.0% | +85.4% |
| 1Y | +113.9% | -25.1% | +139.1% | +132.4% |
| All | +113.9% | -25.4% | +139.3% | +132.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling