-32.4%
GPRE vs SPY
+312.5%
-344.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.2% |
| 7D | +2.8% | -0.4% | +3.1% | +3.2% |
| 30D | +3.6% | -1.4% | +5.0% | +5.4% |
| 3M | +5.7% | +3.7% | +2.0% | -0.3% |
| 6M | +4.7% | +13.0% | -8.3% | -13.6% |
| YTD | +59.6% | +12.4% | +47.2% | +32.9% |
| 1Y | +56.1% | +18.5% | +37.6% | +20.9% |
| 3Y | -52.4% | +77.6% | -130.0% | -79.7% |
| 5Y | -56.0% | +81.7% | -137.7% | -81.6% |
| 10Y | -32.4% | +319.7% | -352.0% | -88.5% |
| All | -32.4% | +312.5% | -344.9% | -88.5% |
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