+2,944.6%
GRC vs SPY
+3,091.8%
-147.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -11.4% | +0.1% | -11.4% | -11.5% |
| 3M | -3.2% | +2.0% | -5.1% | -5.0% |
| 6M | +16.6% | +13.0% | +3.6% | +3.5% |
| YTD | +59.0% | +13.5% | +45.5% | +40.6% |
| 1Y | +76.5% | +20.0% | +56.5% | +47.5% |
| 3Y | +142.7% | +77.2% | +65.5% | +38.0% |
| 5Y | +133.7% | +81.9% | +51.8% | +27.5% |
| 10Y | +249.2% | +314.1% | -64.9% | -12.7% |
| All | +2,944.6% | +3,091.8% | -147.2% | +207.9% |
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