+207.0%
SPG vs GWRE
+749.2%
-542.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.0% | +1.5% | -2.6% |
| 7D | -2.7% | -26.2% | +23.5% | +2.2% |
| 30D | -7.3% | -17.8% | +10.5% | -4.7% |
| 3M | -3.5% | +14.2% | -17.7% | -7.1% |
| 6M | +8.5% | -12.9% | +21.4% | +8.3% |
| YTD | +13.0% | -29.2% | +42.2% | +17.0% |
| 1Y | +18.0% | -44.4% | +62.5% | +28.4% |
| 3Y | +104.5% | +51.1% | +53.4% | +74.1% |
| 5Y | +102.0% | +16.5% | +85.5% | +77.1% |
| 10Y | +61.9% | +131.6% | -69.6% | +27.6% |
| All | +207.0% | +749.2% | -542.2% | +122.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling