-99.5%
SPXU vs GWRE
+131.0%
-230.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.0% |
| 7D | +2.5% | -13.2% | +15.7% | -6.6% |
| 30D | +4.2% | -18.6% | +22.8% | -7.6% |
| 3M | -9.3% | +18.9% | -28.2% | +5.4% |
| 6M | -30.7% | -11.0% | -19.7% | -34.3% |
| YTD | -28.1% | -29.9% | +1.8% | -43.7% |
| 1Y | -35.2% | -44.3% | +9.1% | -57.9% |
| 3Y | -79.9% | +51.7% | -131.6% | -61.6% |
| 5Y | -86.4% | +15.4% | -101.8% | -74.0% |
| All | -99.5% | +131.0% | -230.5% | -97.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling