-42.6%
GNW vs SPY
+937.9%
-980.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +1.0% |
| 7D | +0.9% | -2.0% | +2.9% | +4.9% |
| 30D | +6.9% | -1.7% | +8.6% | +10.4% |
| 3M | +17.2% | +4.7% | +12.5% | +5.6% |
| 6M | +25.5% | +12.5% | +13.0% | -3.3% |
| YTD | +15.9% | +11.7% | +4.2% | -9.9% |
| 1Y | +22.5% | +17.5% | +5.0% | -14.7% |
| 3Y | +90.0% | +76.6% | +13.5% | -46.1% |
| 5Y | +205.2% | +82.0% | +123.2% | -26.3% |
| 10Y | +114.5% | +317.1% | -202.6% | -94.2% |
| All | -42.6% | +937.9% | -980.5% | -99.6% |
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