+113.8%
SYY vs GWRE
+131.0%
-17.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +3.9% | -13.2% | +17.2% | +6.3% |
| 30D | -1.7% | -18.6% | +16.8% | +0.9% |
| 3M | +5.2% | +18.9% | -13.7% | +0.5% |
| 6M | -0.2% | -11.0% | +10.8% | -0.9% |
| YTD | +15.4% | -29.9% | +45.3% | +19.7% |
| 1Y | +5.6% | -44.3% | +49.9% | +14.9% |
| 3Y | +28.9% | +51.7% | -22.8% | +4.5% |
| 5Y | +24.1% | +15.4% | +8.6% | +6.8% |
| All | +113.8% | +131.0% | -17.1% | +52.9% |
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