+467.2%
GRAL vs SPY
+44.6%
+422.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.0% |
| 7D | -3.8% | -0.4% | -3.5% | -3.1% |
| 30D | +3.5% | -1.4% | +4.9% | +6.5% |
| 3M | +27.2% | +3.7% | +23.5% | +17.5% |
| 6M | +55.5% | +13.0% | +42.5% | +20.9% |
| YTD | -9.5% | +12.4% | -21.9% | -29.4% |
| 1Y | +106.4% | +18.5% | +87.9% | +46.3% |
| All | +467.2% | +44.6% | +422.6% | +332.8% |
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 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