+23,418.7%
GGG vs SPY
+3,091.8%
+20,326.9%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -5.6% | +0.1% | -5.7% | -5.7% |
| 3M | +5.2% | +2.0% | +3.2% | +3.2% |
| 6M | -15.6% | +13.0% | -28.6% | -24.4% |
| YTD | -4.0% | +13.5% | -17.5% | -14.4% |
| 1Y | -8.4% | +20.0% | -28.3% | -22.3% |
| 3Y | +1.9% | +77.2% | -75.3% | -39.2% |
| 5Y | +5.7% | +81.9% | -76.2% | -38.3% |
| 10Y | +254.0% | +314.1% | -60.0% | +2.8% |
| All | +23,418.7% | +3,091.8% | +20,326.9% | +2,742.8% |
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