+89.7%
GWW vs SPYG
+98.4%
-8.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | -3.4% | -0.9% | -2.5% | -3.0% |
| 30D | -1.9% | -1.5% | -0.4% | -1.3% |
| 3M | -2.4% | +3.7% | -6.1% | -4.1% |
| 6M | +15.7% | +16.4% | -0.7% | +7.4% |
| YTD | +27.6% | +13.3% | +14.3% | +19.8% |
| 1Y | +27.2% | +17.9% | +9.3% | +17.0% |
| 3Y | +89.7% | +98.3% | -8.7% | +27.7% |
| All | +89.7% | +98.4% | -8.7% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling