+154.9%
GCOW vs SPY
+312.5%
-157.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.4% |
| 7D | -1.6% | -0.4% | -1.3% | -1.4% |
| 30D | 0.0% | -1.4% | +1.4% | +0.9% |
| 3M | +4.0% | +3.7% | +0.3% | +1.2% |
| 6M | +4.1% | +13.0% | -8.9% | -4.8% |
| YTD | +15.7% | +12.4% | +3.3% | +6.1% |
| 1Y | +23.2% | +18.5% | +4.6% | +8.6% |
| 3Y | +60.9% | +77.6% | -16.7% | +3.4% |
| 5Y | +89.4% | +81.7% | +7.7% | +17.6% |
| 10Y | +154.9% | +319.7% | -164.8% | -23.7% |
| All | +154.9% | +312.5% | -157.6% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling