+17.7%
STM vs GWRE
+49.2%
-31.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.4% |
| 7D | -1.1% | -30.9% | +29.9% | +1.9% |
| 30D | -7.8% | -20.7% | +12.9% | -6.5% |
| 3M | -28.2% | +20.2% | -48.3% | -31.5% |
| 6M | +52.0% | -11.9% | +63.8% | +52.3% |
| YTD | +96.4% | -30.3% | +126.7% | +110.4% |
| 1Y | +98.8% | -44.6% | +143.5% | +129.6% |
| All | +17.7% | +49.2% | -31.5% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling