+718.3%
GWRE vs SPY
+643.1%
+75.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.9% |
| 7D | -30.9% | -2.0% | -29.0% | -29.3% |
| 30D | -20.7% | -1.7% | -19.0% | -19.1% |
| 3M | +20.2% | +4.7% | +15.4% | +14.0% |
| 6M | -11.9% | +12.5% | -24.4% | -22.6% |
| YTD | -30.3% | +11.7% | -42.0% | -38.3% |
| 1Y | -44.6% | +17.5% | -62.1% | -53.6% |
| 3Y | +48.8% | +76.6% | -27.8% | -20.6% |
| 5Y | +14.8% | +82.0% | -67.3% | -40.1% |
| 10Y | +128.1% | +317.1% | -189.1% | -56.3% |
| All | +718.3% | +643.1% | +75.2% | -26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling