-48.3%
GRBK vs SPY
+604.0%
-652.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.5% |
| 7D | -3.0% | -0.4% | -2.7% | -2.6% |
| 30D | -2.4% | -1.4% | -1.0% | -0.9% |
| 3M | -3.7% | +3.7% | -7.4% | -7.7% |
| 6M | +2.8% | +13.0% | -10.2% | -10.8% |
| YTD | +9.8% | +12.4% | -2.5% | -4.2% |
| 1Y | -6.7% | +18.5% | -25.2% | -23.6% |
| 3Y | +50.9% | +77.6% | -26.7% | -23.5% |
| 5Y | +194.4% | +81.7% | +112.7% | +50.3% |
| 10Y | +796.2% | +319.7% | +476.6% | +80.4% |
| All | -48.3% | +604.0% | -652.3% | -95.2% |
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