+125.0%
SU vs GWRE
+50.1%
+74.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +2.2% | -13.2% | +15.5% | +2.9% |
| 30D | +8.4% | -18.6% | +27.0% | +9.3% |
| 3M | +12.1% | +18.9% | -6.8% | +10.3% |
| 6M | +19.7% | -11.0% | +30.6% | +19.6% |
| YTD | +58.4% | -29.9% | +88.3% | +60.9% |
| 1Y | +67.2% | -44.3% | +111.6% | +73.1% |
| 3Y | +125.0% | +51.7% | +73.4% | +120.5% |
| All | +125.0% | +50.1% | +74.9% | +120.5% |
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 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