+5.5%
GGG vs SPY
+81.0%
-75.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | -1.6% | -0.4% | -1.2% | -1.3% |
| 30D | -8.4% | -1.4% | -7.0% | -7.3% |
| 3M | +1.1% | +3.7% | -2.6% | -2.2% |
| 6M | -13.0% | +13.0% | -26.0% | -22.0% |
| YTD | -5.8% | +12.4% | -18.2% | -15.2% |
| 1Y | -8.6% | +18.5% | -27.1% | -21.6% |
| 3Y | +4.9% | +77.6% | -72.7% | -38.5% |
| 5Y | +5.5% | +81.7% | -76.2% | -39.9% |
| All | +5.5% | +81.0% | -75.5% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling