+819.0%
SPYM vs GWW
+2,504.4%
-1,685.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -0.4% | -0.5% | +0.1% | -0.2% |
| 30D | -1.4% | -1.4% | +0.1% | -0.9% |
| 3M | +3.7% | -3.6% | +7.4% | +4.9% |
| 6M | +13.0% | +15.1% | -2.1% | +6.3% |
| YTD | +12.5% | +27.5% | -15.0% | +1.2% |
| 1Y | +18.6% | +29.6% | -11.0% | +5.8% |
| 3Y | +78.0% | +90.1% | -12.0% | +34.4% |
| 5Y | +82.3% | +222.6% | -140.3% | +9.4% |
| 10Y | +322.9% | +566.5% | -243.7% | +78.5% |
| All | +819.0% | +2,504.4% | -1,685.4% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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