Regression from Jun 2007 - Mar 2014

Rm-Rf Alpha R2
1.07 -0.23% 0.943
Standard error 0.0294 0.0018
t-statistics 36.29 -0.11

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 Rf
200706 -0.32 -0.03 0.40
200707 1.12 -1.45 0.40
200708 -3.96 -2.60 0.42
200709 3.82 5.27 0.32
200710 6.64 4.28 0.32
200711 -8.04 -4.62 0.34
200712 -2.59 -2.18 0.27
200801 -11.30 -8.76 0.21
200802 3.86 2.07 0.13
200803 0.94 -1.52 0.17
200804 1.75 5.18 0.18
200805 2.14 1.79 0.18
200806 -7.71 -7.90 0.17
200807 -3.84 -4.03 0.15
200808 -4.69 -4.38 0.13
200809 -13.34 -14.58 0.15
200810 -25.20 -21.14 0.08
200811 -4.96 -5.39 0.03
200812 7.33 6.63 0.09
200901 -10.76 -9.05 0.00
200902 -10.61 -10.02 0.01
200903 8.25 6.11 0.02
200904 14.53 12.46 0.01
200905 15.36 13.70 0.00
200906 0.81 -0.87 0.01
200907 7.97 9.28 0.01
200908 6.79 4.25 0.01
200909 4.73 4.60 0.01
200910 -3.23 -1.93 0.00
200911 1.28 2.34 0.00
200912 1.67 1.27 0.01
201001 -2.62 -4.01 0.00
201002 1.23 -0.35 0.00
201003 7.08 6.45 0.01
201004 1.77 -0.80 0.00
201005 -11.83 -10.71 0.01
201006 -0.61 -1.24 0.01
201007 8.92 9.24 0.01
201008 -1.91 -3.30 0.01
201009 10.65 10.02 0.01
201010 3.83 4.11 0.01
201011 -2.73 -4.42 0.01
201012 11.15 8.28 0.01
201101 0.53 2.12 0.01
201102 2.12 3.43 0.01
201103 -0.24 -1.60 0.01
201104 4.62 5.71 0.00
201105 -3.19 -2.79 0.00
201106 -0.31 -1.37 0.00
201107 -0.28 -1.32 0.00
201108 -7.52 -8.51 0.01
201109 -14.25 -10.31 0.00
201110 8.61 8.79 0.00
201111 -2.12 -4.57 0.00
201112 -3.07 -1.35 0.00
201201 8.02 6.02 0.00
201202 4.49 5.36 0.00
201203 1.27 -0.28 0.00
201204 -1.74 -1.50 0.00
201205 -11.57 -11.27 0.01
201206 4.38 5.85 0.00
201207 -1.02 0.81 0.00
201208 2.67 2.99 0.01
201209 4.17 3.37 0.01
201210 0.65 0.81 0.01
201211 0.84 1.81 0.01
201212 4.36 3.33 0.01
201301 3.74 5.22 0.00
201302 0.77 -0.94 0.00
201303 3.06 0.75 0.00
201304 2.46 4.37 0.00
201305 -5.03 -1.52 0.00
201306 -2.60 -3.74 0.00
201307 5.87 5.58 0.00
201308 -1.07 -1.01 0.00
201309 8.22 7.04 0.00
201310 2.42 3.37 0.00
201311 -0.28 0.59 0.00
201312 3.13 1.71 0.00
201401 -2.95 -3.23 0.00
201402 4.76 5.37 0.00
201403 -2.11 -0.22 0.00

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