+96.5%
STM vs GWRE
-24.5%
+121.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.9% | -12.0% | -5.1% |
| 7D | -6.0% | +2.2% | -8.2% | -5.5% |
| 30D | -20.9% | +4.5% | -25.5% | -20.2% |
| 3M | -15.8% | +6.4% | -22.2% | -13.9% |
| 6M | -17.0% | +18.8% | -35.9% | -11.7% |
| YTD | +76.8% | -15.1% | +91.9% | +99.6% |
| 1Y | +96.5% | -23.4% | +119.9% | +139.5% |
| All | +96.5% | -24.5% | +121.0% | +139.5% |
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 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