+360.2%
SRE vs GWRE
+736.4%
-376.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -0.7% | -30.9% | +30.3% | +2.6% |
| 30D | -1.7% | -20.7% | +19.0% | 0.0% |
| 3M | -7.1% | +20.2% | -27.2% | -9.6% |
| 6M | -8.4% | -11.9% | +3.5% | -8.6% |
| YTD | -3.5% | -30.3% | +26.8% | -1.5% |
| 1Y | +5.4% | -44.6% | +50.0% | +10.5% |
| 3Y | +29.5% | +48.8% | -19.3% | +18.1% |
| 5Y | +48.3% | +14.8% | +33.5% | +37.6% |
| 10Y | +123.5% | +128.1% | -4.6% | +89.9% |
| All | +360.2% | +736.4% | -376.1% | +269.6% |
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