+118.2%
SRE vs GWRE
+131.0%
-12.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -0.8% | -13.2% | +12.4% | +0.6% |
| 30D | -3.0% | -18.6% | +15.6% | -1.3% |
| 3M | -8.3% | +18.9% | -27.2% | -11.2% |
| 6M | -8.9% | -11.0% | +2.0% | -9.3% |
| YTD | -4.3% | -29.9% | +25.6% | -1.7% |
| 1Y | +2.7% | -44.3% | +47.1% | +9.2% |
| 3Y | +28.7% | +51.7% | -23.0% | +12.8% |
| 5Y | +47.1% | +15.4% | +31.7% | +33.9% |
| All | +118.2% | +131.0% | -12.7% | +69.4% |
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 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