+14.8%
SPY vs GWRE
-24.5%
+39.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.9% | -4.3% | +1.5% |
| 7D | -0.7% | +2.2% | -2.9% | -0.8% |
| 30D | -1.0% | +4.5% | -5.6% | -1.2% |
| 3M | -0.3% | +6.4% | -6.8% | -0.7% |
| 6M | +7.3% | +18.8% | -11.5% | +6.8% |
| YTD | +13.3% | -15.1% | +28.4% | +16.6% |
| 1Y | +14.8% | -23.4% | +38.2% | +21.9% |
| All | +14.8% | -24.5% | +39.3% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling