+70.9%
GSWO vs SPY
+86.3%
-15.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +0.7% | +0.1% | +0.6% | +0.6% |
| 3M | +3.1% | +2.0% | +1.1% | +1.8% |
| 6M | +12.2% | +13.0% | -0.8% | +3.3% |
| YTD | +15.1% | +13.5% | +1.5% | +5.7% |
| 1Y | +18.3% | +20.0% | -1.6% | +4.7% |
| 3Y | +67.9% | +77.2% | -9.3% | +12.3% |
| All | +70.9% | +86.3% | -15.4% | +9.7% |
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