+7,214.9%
GWW vs SPYG
+559.2%
+6,655.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -0.5% | +0.3% | -0.8% | -0.7% |
| 30D | -1.4% | -1.7% | +0.3% | -0.3% |
| 3M | -3.6% | +3.6% | -7.3% | -6.4% |
| 6M | +15.1% | +16.6% | -1.5% | +2.8% |
| YTD | +27.5% | +13.4% | +14.1% | +15.8% |
| 1Y | +29.6% | +19.6% | +10.0% | +13.1% |
| 3Y | +90.1% | +99.8% | -9.7% | +13.8% |
| 5Y | +222.6% | +85.0% | +137.7% | +99.7% |
| 10Y | +566.5% | +422.1% | +144.4% | +97.0% |
| All | +7,214.9% | +559.2% | +6,655.7% | +1,292.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling