+488.1%
GRAL vs SPY
+46.0%
+442.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | +0.5% |
| 7D | +0.4% | +0.1% | +0.3% | +0.1% |
| 30D | +8.3% | +0.1% | +8.3% | +8.1% |
| 3M | +20.7% | +2.0% | +18.7% | +16.1% |
| 6M | +48.7% | +13.0% | +35.7% | +15.5% |
| YTD | -6.1% | +13.5% | -19.7% | -28.4% |
| 1Y | +139.2% | +20.0% | +119.2% | +65.0% |
| All | +488.1% | +46.0% | +442.1% | +338.7% |
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