+18.5%
SUI vs GWRE
+74.3%
-55.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.1% | +1.0% |
| 7D | -1.5% | -2.0% | +0.5% | -1.3% |
| 30D | +3.7% | -4.1% | +7.8% | +4.1% |
| 3M | -0.4% | -13.4% | +13.0% | +0.2% |
| 6M | -2.8% | +26.0% | -28.7% | -5.7% |
| YTD | -1.6% | -21.3% | +19.7% | -0.4% |
| 1Y | -2.1% | -27.5% | +25.5% | +0.1% |
| 3Y | +18.5% | +72.7% | -54.2% | -2.7% |
| All | +18.5% | +74.3% | -55.8% | -2.7% |
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