+222.5%
GWW vs SPY
+72.1%
+150.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | +3.6% | +2.6% | +1.0% | +1.6% |
| 30D | +12.1% | -2.0% | +14.1% | +13.7% |
| 3M | +12.9% | -2.8% | +15.7% | +15.1% |
| 6M | +19.3% | +2.1% | +17.2% | +16.9% |
| YTD | +48.7% | +11.5% | +37.2% | +36.2% |
| 1Y | +60.5% | +13.5% | +47.0% | +45.0% |
| 3Y | +93.3% | +77.7% | +15.6% | +21.9% |
| All | +222.5% | +72.1% | +150.4% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling