-54.2%
GPRE vs SPY
+752.3%
-806.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -2.3% |
| 7D | -0.5% | -0.9% | +0.4% | +0.3% |
| 30D | -6.9% | -2.4% | -4.6% | -4.9% |
| 3M | -12.7% | -1.2% | -11.5% | -12.2% |
| 6M | -20.8% | +3.3% | -24.1% | -24.3% |
| YTD | +38.7% | +12.3% | +26.4% | +20.5% |
| 1Y | +32.1% | +12.4% | +19.6% | +14.4% |
| 3Y | -47.8% | +78.8% | -126.6% | -72.0% |
| 5Y | -66.6% | +75.2% | -141.8% | -81.3% |
| 10Y | -35.1% | +311.1% | -346.2% | -81.7% |
| All | -54.2% | +752.3% | -806.5% | -91.2% |
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