+203.1%
GGG vs SPY
+307.0%
-103.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.3% |
| 7D | +6.7% | +2.6% | +4.1% | +4.2% |
| 30D | -9.7% | -2.0% | -7.7% | -7.8% |
| 3M | -11.6% | -2.8% | -8.9% | -9.2% |
| 6M | -4.8% | +2.1% | -6.9% | -6.9% |
| YTD | -10.4% | +11.5% | -21.9% | -19.6% |
| 1Y | -9.5% | +13.5% | -23.0% | -20.3% |
| 3Y | -2.3% | +77.7% | -80.0% | -45.4% |
| 5Y | -1.6% | +72.6% | -74.3% | -43.5% |
| All | +203.1% | +307.0% | -103.9% | -30.9% |
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