+13.0%
SPY vs GWRE
-14.5%
+27.5%
-6.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | -0.4% |
| 7D | -0.4% | -26.2% | +25.8% | +0.1% |
| 30D | -1.4% | -17.8% | +16.4% | -1.0% |
| 3M | +3.7% | +14.2% | -10.5% | +3.6% |
| 6M | +13.0% | -12.9% | +25.9% | +16.5% |
| All | +13.0% | -14.5% | +27.5% | +16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling