+837.6%
GRAL vs SPY
+43.1%
+794.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.1% | -0.1% |
| 7D | -4.2% | +0.1% | -4.3% | -3.1% |
| 30D | -8.9% | -3.3% | -5.6% | +0.8% |
| 3M | +84.3% | -2.4% | +86.8% | +100.7% |
| 6M | +107.8% | +2.6% | +105.2% | +104.2% |
| YTD | +49.6% | +11.2% | +38.4% | +23.4% |
| 1Y | +61.3% | +13.4% | +47.9% | +28.5% |
| All | +837.6% | +43.1% | +794.6% | +656.3% |
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 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