+271.3%
GRC vs SPY
+312.5%
-41.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.4% |
| 7D | +1.1% | -0.4% | +1.5% | +1.5% |
| 30D | -8.4% | -1.4% | -7.0% | -7.0% |
| 3M | -7.6% | +3.7% | -11.3% | -11.1% |
| 6M | +21.8% | +13.0% | +8.8% | +6.9% |
| YTD | +57.8% | +12.4% | +45.4% | +39.5% |
| 1Y | +79.9% | +18.5% | +61.3% | +49.8% |
| 3Y | +138.9% | +77.6% | +61.3% | +28.4% |
| 5Y | +129.6% | +81.7% | +47.9% | +18.4% |
| 10Y | +271.3% | +319.7% | -48.4% | -41.8% |
| All | +271.3% | +312.5% | -41.2% | -41.8% |
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