+112.8%
GNW vs SPY
+322.5%
-209.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.7% |
| 7D | +1.4% | -0.8% | +2.1% | +2.1% |
| 30D | +4.7% | -1.1% | +5.8% | +5.8% |
| 3M | +18.7% | +3.9% | +14.8% | +13.5% |
| 6M | +27.2% | +13.6% | +13.5% | +10.0% |
| YTD | +16.2% | +12.7% | +3.5% | +1.3% |
| 1Y | +19.1% | +17.5% | +1.6% | -1.0% |
| 3Y | +86.7% | +76.9% | +9.8% | -1.5% |
| 5Y | +205.8% | +83.6% | +122.2% | +53.6% |
| All | +112.8% | +322.5% | -209.7% | -60.8% |
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