-54.8%
GPRE vs SPY
+81.8%
-136.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.7% | +2.8% |
| 7D | +7.0% | +0.5% | +6.4% | +6.2% |
| 30D | +7.7% | -0.9% | +8.7% | +8.8% |
| 3M | +5.8% | +3.9% | +2.0% | +0.5% |
| 6M | -0.3% | +14.5% | -14.8% | -17.0% |
| YTD | +61.0% | +12.9% | +48.1% | +36.8% |
| 1Y | +56.2% | +19.4% | +36.9% | +24.2% |
| 3Y | -52.0% | +78.5% | -130.4% | -77.2% |
| 5Y | -54.8% | +81.8% | -136.6% | -78.3% |
| All | -54.8% | +81.8% | -136.6% | -78.3% |
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