+191.7%
GCOW vs SPY
+359.7%
-167.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +0.4% | -0.6% | +1.0% | +0.7% |
| 30D | +5.4% | -3.7% | +9.1% | +7.9% |
| 3M | +2.4% | -2.7% | +5.1% | +4.1% |
| 6M | +6.1% | +2.2% | +3.9% | +4.0% |
| YTD | +18.4% | +10.8% | +7.6% | +9.2% |
| 1Y | +23.4% | +11.2% | +12.1% | +13.5% |
| 3Y | +69.4% | +76.5% | -7.1% | +8.4% |
| 5Y | +96.3% | +72.9% | +23.4% | +25.9% |
| 10Y | +168.7% | +304.8% | -136.1% | -20.7% |
| All | +191.7% | +359.7% | -167.9% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling