-39.1%
GPRE vs SPY
+307.0%
-346.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -1.6% |
| 7D | +0.7% | +2.6% | -1.9% | -2.7% |
| 30D | -10.7% | -2.0% | -8.7% | -8.8% |
| 3M | -14.3% | -2.8% | -11.5% | -11.8% |
| 6M | -20.8% | +2.1% | -22.9% | -24.5% |
| YTD | +35.9% | +11.5% | +24.4% | +13.4% |
| 1Y | +40.2% | +13.5% | +26.7% | +13.7% |
| 3Y | -48.4% | +77.7% | -126.1% | -78.3% |
| 5Y | -66.6% | +72.6% | -139.3% | -85.1% |
| All | -39.1% | +307.0% | -346.1% | -90.1% |
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