+0.5%
SPGI vs GWRE
+14.4%
-13.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.5% |
| 7D | -8.9% | -30.9% | +22.0% | -0.9% |
| 30D | +0.6% | -20.7% | +21.3% | +5.7% |
| 3M | +2.0% | +20.2% | -18.2% | -4.2% |
| 6M | +0.1% | -11.9% | +11.9% | +0.3% |
| YTD | -16.4% | -30.3% | +13.9% | -11.3% |
| 1Y | -18.9% | -44.6% | +25.7% | -8.7% |
| 3Y | +13.8% | +48.8% | -35.0% | -10.9% |
| 5Y | +0.5% | +14.8% | -14.2% | -15.5% |
| All | +0.5% | +14.4% | -13.9% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling