+655.9%
STM vs GWRE
+131.0%
+524.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | -1.4% | -13.2% | +11.8% | +3.6% |
| 30D | -4.9% | -18.6% | +13.7% | +0.2% |
| 3M | -34.0% | +18.9% | -52.9% | -42.0% |
| 6M | +51.8% | -11.0% | +62.8% | +45.4% |
| YTD | +99.4% | -29.9% | +129.3% | +111.5% |
| 1Y | +99.1% | -44.3% | +143.4% | +136.4% |
| 3Y | +19.5% | +51.7% | -32.2% | -23.1% |
| 5Y | +19.5% | +15.4% | +4.0% | -13.4% |
| All | +655.9% | +131.0% | +524.9% | +286.9% |
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