+265.2%
SU vs GWRE
+131.0%
+134.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +2.2% | -13.2% | +15.5% | +4.5% |
| 30D | +8.4% | -18.6% | +27.0% | +11.3% |
| 3M | +12.1% | +18.9% | -6.8% | +7.0% |
| 6M | +19.7% | -11.0% | +30.6% | +19.1% |
| YTD | +58.4% | -29.9% | +88.3% | +64.3% |
| 1Y | +67.2% | -44.3% | +111.6% | +81.3% |
| 3Y | +125.0% | +51.7% | +73.4% | +88.0% |
| 5Y | +355.1% | +15.4% | +339.6% | +302.4% |
| All | +265.2% | +131.0% | +134.2% | +180.0% |
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