-9.5%
GGG vs SPY
+12.1%
-21.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.2% |
| 7D | +6.7% | +2.6% | +4.1% | +5.0% |
| 30D | -9.7% | -2.0% | -7.7% | -8.5% |
| 3M | -11.6% | -2.8% | -8.9% | -10.1% |
| 6M | -4.8% | +2.1% | -6.9% | -5.7% |
| YTD | -10.4% | +11.5% | -21.9% | -16.5% |
| 1Y | -9.5% | +13.5% | -23.0% | -16.2% |
| All | -9.5% | +12.1% | -21.6% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling