+2.8%
GIW vs SPY
+12.5%
-9.7%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +0.2% | -0.9% | +1.1% | +0.2% |
| 30D | +0.2% | -2.4% | +2.5% | +0.2% |
| 3M | +0.8% | -1.2% | +1.9% | +0.8% |
| 6M | +1.9% | +3.3% | -1.4% | +1.9% |
| YTD | +3.2% | +12.3% | -9.1% | +3.2% |
| 1Y | +2.9% | +12.4% | -9.5% | +2.8% |
| All | +2.8% | +12.5% | -9.7% | +2.7% |
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