+640.3%
SPY vs GWRE
+749.2%
-108.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | +0.6% |
| 7D | -0.4% | -26.2% | +25.8% | +5.3% |
| 30D | -1.4% | -17.8% | +16.4% | +1.7% |
| 3M | +3.7% | +14.2% | -10.5% | -1.2% |
| 6M | +13.0% | -12.9% | +25.9% | +12.8% |
| YTD | +12.4% | -29.2% | +41.6% | +16.9% |
| 1Y | +18.5% | -44.4% | +63.0% | +30.3% |
| 3Y | +77.6% | +51.1% | +26.5% | +48.1% |
| 5Y | +81.7% | +16.5% | +65.2% | +57.0% |
| 10Y | +319.7% | +131.6% | +188.1% | +208.4% |
| All | +640.3% | +749.2% | -108.9% | +383.7% |
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