-44.9%
GWAV vs SPY
+18.1%
-63.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.9% | -16.6% | -16.2% |
| 7D | -26.9% | -0.8% | -26.2% | -26.6% |
| 30D | -9.1% | -1.1% | -8.0% | -8.6% |
| 3M | +8.6% | +3.9% | +4.7% | +5.1% |
| 6M | +0.3% | +13.6% | -13.3% | -10.6% |
| YTD | -27.5% | +12.7% | -40.2% | -34.2% |
| 1Y | -44.9% | +17.5% | -62.4% | -44.8% |
| All | -44.9% | +18.1% | -63.1% | -44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling