+84.7%
GWRS vs SPY
+329.0%
-244.3%
-63.4%
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% | +0.2% |
| 7D | -1.7% | -2.0% | +0.3% | -0.2% |
| 30D | +15.6% | -1.7% | +17.2% | +17.1% |
| 3M | +25.5% | +4.7% | +20.7% | +21.0% |
| 6M | +17.0% | +12.5% | +4.5% | +6.8% |
| YTD | +6.5% | +11.7% | -5.2% | -2.4% |
| 1Y | -6.2% | +17.5% | -23.7% | -17.1% |
| 3Y | -12.4% | +76.6% | -88.9% | -44.2% |
| 5Y | -49.8% | +82.0% | -131.8% | -69.3% |
| 10Y | +48.5% | +317.1% | -268.6% | -50.8% |
| All | +84.7% | +329.0% | -244.3% | -39.9% |
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