+16.1%
GWRE vs SPY
+82.3%
-66.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.3% |
| 7D | -13.2% | -0.8% | -12.5% | -12.5% |
| 30D | -18.6% | -1.1% | -17.5% | -17.5% |
| 3M | +18.9% | +3.9% | +15.0% | +14.0% |
| 6M | -11.0% | +13.6% | -24.6% | -22.4% |
| YTD | -29.9% | +12.7% | -42.6% | -38.3% |
| 1Y | -44.3% | +17.5% | -61.8% | -53.2% |
| 3Y | +51.7% | +76.9% | -25.2% | -21.3% |
| All | +16.1% | +82.3% | -66.1% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling