+252.4%
GGG vs SPY
+318.9%
-66.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | 0.0% |
| 7D | -2.5% | -2.0% | -0.5% | -0.6% |
| 30D | -9.1% | -1.7% | -7.4% | -7.6% |
| 3M | +3.8% | +4.7% | -0.9% | -0.9% |
| 6M | -13.0% | +12.5% | -25.5% | -22.7% |
| YTD | -6.3% | +11.7% | -18.0% | -16.2% |
| 1Y | -9.1% | +17.5% | -26.6% | -22.8% |
| 3Y | +4.3% | +76.6% | -72.2% | -41.4% |
| 5Y | +5.2% | +82.0% | -76.8% | -42.9% |
| All | +252.4% | +318.9% | -66.5% | -21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling