+252.8%
SPOT vs GWRE
+76.7%
+176.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -3.1% | -13.2% | +10.2% | +3.1% |
| 30D | +7.4% | -18.6% | +26.0% | +15.3% |
| 3M | +8.2% | +18.9% | -10.7% | -4.1% |
| 6M | +2.2% | -11.0% | +13.2% | +0.6% |
| YTD | -9.5% | -29.9% | +20.4% | -0.2% |
| 1Y | -23.8% | -44.3% | +20.5% | -6.0% |
| 3Y | +233.5% | +51.7% | +181.8% | +121.6% |
| 5Y | +112.2% | +15.4% | +96.8% | +56.3% |
| All | +252.8% | +76.7% | +176.1% | +106.8% |
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