Regression from Jun 2007 - Mar 2014

Rm-Rf SMB HML Alpha R2
1.09 0.47 -0.00 -0.27% 0.960
Standard error 0.0259 0.0848 0.0897 0.0015
t-statistics 42.29 5.49 -0.02 -0.15

Fund Profile

Symbol GWX
Issuer SPDR
Type ETF
Region Developed Markets
Style Mid Blend

Rolling Charts:


Fund Returns from Jun 2007 - Mar 2014

Month RaR Rm-Rf SMB HML Rf
200706 -0.32 -0.03 1.23 0.31 0.40
200707 1.12 -1.45 1.74 0.18 0.40
200708 -3.96 -2.60 -4.67 0.33 0.42
200709 3.82 5.27 -2.11 -1.53 0.32
200710 6.64 4.28 0.72 -2.32 0.32
200711 -8.04 -4.62 -3.55 -0.33 0.34
200712 -2.59 -2.18 -0.87 1.42 0.27
200801 -11.30 -8.76 -0.73 1.14 0.21
200802 3.86 2.07 2.46 -1.42 0.13
200803 0.94 -1.52 -1.55 3.07 0.17
200804 1.75 5.18 -3.10 -0.91 0.18
200805 2.14 1.79 1.26 -1.34 0.18
200806 -7.71 -7.90 1.75 -0.28 0.17
200807 -3.84 -4.03 -2.11 2.47 0.15
200808 -4.69 -4.38 -1.59 0.19 0.13
200809 -13.34 -14.58 -1.28 2.27 0.15
200810 -25.20 -21.14 -1.79 0.96 0.08
200811 -4.96 -5.39 1.14 -1.71 0.03
200812 7.33 6.63 0.60 0.87 0.09
200901 -10.76 -9.05 4.54 -2.71 0.00
200902 -10.61 -10.02 1.77 -4.01 0.01
200903 8.25 6.11 -2.17 0.42 0.02
200904 14.53 12.46 -1.46 2.74 0.01
200905 15.36 13.70 3.01 -1.78 0.00
200906 0.81 -0.87 2.71 0.14 0.01
200907 7.97 9.28 -3.25 3.60 0.01
200908 6.79 4.25 1.97 3.90 0.01
200909 4.73 4.60 1.36 0.13 0.01
200910 -3.23 -1.93 1.60 -1.31 0.00
200911 1.28 2.34 -1.80 -1.54 0.00
200912 1.67 1.27 -1.50 0.86 0.01
201001 -2.62 -4.01 3.67 -0.77 0.00
201002 1.23 -0.35 0.11 -1.29 0.00
201003 7.08 6.45 -1.36 4.26 0.01
201004 1.77 -0.80 4.33 -0.31 0.00
201005 -11.83 -10.71 0.32 -2.76 0.01
201006 -0.61 -1.24 0.50 -2.17 0.01
201007 8.92 9.24 -2.76 2.84 0.01
201008 -1.91 -3.30 0.85 -2.43 0.01
201009 10.65 10.02 0.54 -0.50 0.01
201010 3.83 4.11 -0.52 -0.44 0.01
201011 -2.73 -4.42 2.91 -2.22 0.01
201012 11.15 8.28 2.09 1.08 0.01
201101 0.53 2.12 -1.17 4.41 0.01
201102 2.12 3.43 -0.47 -0.28 0.01
201103 -0.24 -1.60 0.95 -0.88 0.01
201104 4.62 5.71 -1.67 -1.01 0.00
201105 -3.19 -2.79 -0.08 -0.92 0.00
201106 -0.31 -1.37 -0.82 1.30 0.00
201107 -0.28 -1.32 2.42 -2.86 0.00
201108 -7.52 -8.51 1.35 -2.51 0.01
201109 -14.25 -10.31 -0.01 1.37 0.00
201110 8.61 8.79 -4.06 -2.02 0.00
201111 -2.12 -4.57 -0.28 -1.44 0.00
201112 -3.07 -1.35 0.04 0.55 0.00
201201 8.02 6.02 1.72 0.76 0.00
201202 4.49 5.36 -0.47 0.07 0.00
201203 1.27 -0.28 0.37 -0.34 0.00
201204 -1.74 -1.50 0.85 -2.18 0.00
201205 -11.57 -11.27 0.74 -0.62 0.01
201206 4.38 5.85 -3.82 2.09 0.00
201207 -1.02 0.81 -0.97 -2.09 0.00
201208 2.67 2.99 -0.71 1.06 0.01
201209 4.17 3.37 0.82 1.37 0.01
201210 0.65 0.81 -0.99 0.60 0.01
201211 0.84 1.81 -2.30 0.68 0.01
201212 4.36 3.33 0.61 3.47 0.01
201301 3.74 5.22 -0.18 2.90 0.00
201302 0.77 -0.94 0.84 -0.98 0.00
201303 3.06 0.75 1.15 -2.75 0.00
201304 2.46 4.37 -2.02 2.60 0.00
201305 -5.03 -1.52 -1.13 2.06 0.00
201306 -2.60 -3.74 0.56 -0.89 0.00
201307 5.87 5.58 -0.81 1.39 0.00
201308 -1.07 -1.01 1.77 0.16 0.00
201309 8.22 7.04 0.80 0.66 0.00
201310 2.42 3.37 -1.30 2.17 0.00
201311 -0.28 0.59 -0.46 -0.01 0.00
201312 3.13 1.71 0.20 -0.17 0.00
201401 -2.95 -3.23 3.93 1.33 0.00
201402 4.76 5.37 -1.52 0.13 0.00
201403 -2.11 -0.22 0.58 0.91 0.00

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