+1,537.1%
SOXX vs GWRE
+131.0%
+1,406.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +1.4% | -13.2% | +14.6% | +6.0% |
| 30D | -3.6% | -18.6% | +15.0% | +1.0% |
| 3M | -10.2% | +18.9% | -29.1% | -20.9% |
| 6M | +54.2% | -11.0% | +65.2% | +48.0% |
| YTD | +75.2% | -29.9% | +105.1% | +84.6% |
| 1Y | +107.5% | -44.3% | +151.8% | +143.3% |
| 3Y | +226.8% | +51.7% | +175.1% | +112.7% |
| 5Y | +251.2% | +15.4% | +235.8% | +155.1% |
| All | +1,537.1% | +131.0% | +1,406.1% | +737.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling