+778.3%
GRBK vs SPY
+322.5%
+455.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.4% |
| 7D | -3.8% | -0.8% | -3.0% | -2.9% |
| 30D | -2.4% | -1.1% | -1.3% | -1.2% |
| 3M | -6.3% | +3.9% | -10.2% | -10.5% |
| 6M | +4.3% | +13.6% | -9.3% | -10.1% |
| YTD | +9.2% | +12.7% | -3.5% | -5.2% |
| 1Y | -9.1% | +17.5% | -26.6% | -25.0% |
| 3Y | +50.2% | +76.9% | -26.7% | -24.9% |
| 5Y | +196.3% | +83.6% | +112.7% | +45.7% |
| All | +778.3% | +322.5% | +455.9% | +64.0% |
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