+21,024.5%
GGG vs SPY
+3,015.5%
+18,009.0%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +0.8% | -0.6% | +1.4% | +1.2% |
| 30D | -10.6% | -3.7% | -6.9% | -7.5% |
| 3M | -16.1% | -2.7% | -13.4% | -14.0% |
| 6M | -9.5% | +2.2% | -11.7% | -11.4% |
| YTD | -13.7% | +10.8% | -24.6% | -21.5% |
| 1Y | -13.5% | +11.2% | -24.8% | -21.6% |
| 3Y | -6.9% | +76.5% | -83.4% | -44.2% |
| 5Y | -6.1% | +72.9% | -79.0% | -42.7% |
| 10Y | +200.0% | +304.8% | -104.8% | -11.2% |
| All | +21,024.5% | +3,015.5% | +18,009.0% | +2,508.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling