-7.7%
SRE vs GWRE
-24.5%
+16.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.9% | -8.8% | -2.6% |
| 7D | -2.1% | +2.2% | -4.3% | -1.9% |
| 30D | +6.1% | +4.5% | +1.5% | +6.4% |
| 3M | -3.5% | +6.4% | -10.0% | -2.7% |
| 6M | -10.8% | +18.8% | -29.6% | -9.5% |
| YTD | -4.0% | -15.1% | +11.1% | -1.4% |
| 1Y | -7.7% | -23.4% | +15.8% | -2.7% |
| All | -7.7% | -24.5% | +16.9% | -2.7% |
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 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