+211.5%
GRC vs SPY
+304.1%
-92.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | -6.4% | -0.6% | -5.8% | -5.6% |
| 30D | -5.1% | -3.7% | -1.5% | -1.0% |
| 3M | -14.0% | -2.7% | -11.2% | -11.2% |
| 6M | -8.7% | +2.2% | -10.9% | -10.6% |
| YTD | +48.1% | +10.8% | +37.3% | +33.3% |
| 1Y | +59.7% | +11.2% | +48.4% | +43.0% |
| 3Y | +141.1% | +76.5% | +64.6% | +31.4% |
| 5Y | +69.2% | +72.9% | -3.7% | -6.9% |
| 10Y | +211.5% | +304.8% | -93.3% | -47.7% |
| All | +211.5% | +304.1% | -92.6% | -47.7% |
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 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