+128.7%
GRC vs SPY
+81.8%
+47.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.7% |
| 7D | +2.0% | +0.5% | +1.5% | +1.5% |
| 30D | -9.7% | -0.9% | -8.7% | -8.9% |
| 3M | -2.9% | +3.9% | -6.8% | -6.2% |
| 6M | +24.5% | +14.5% | +9.9% | +9.9% |
| YTD | +59.3% | +12.9% | +46.4% | +42.7% |
| 1Y | +77.8% | +19.4% | +58.4% | +51.2% |
| 3Y | +141.2% | +78.5% | +62.8% | +46.7% |
| 5Y | +128.7% | +81.8% | +47.0% | +33.7% |
| All | +128.7% | +81.8% | +47.0% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling