+2,768.4%
GRC vs SPY
+3,027.0%
-258.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +2.4% |
| 7D | -4.0% | +0.1% | -4.1% | -3.9% |
| 30D | -4.1% | -3.3% | -0.7% | -0.6% |
| 3M | -15.1% | -2.4% | -12.7% | -12.8% |
| 6M | -7.7% | +2.6% | -10.3% | -9.7% |
| YTD | +49.8% | +11.2% | +38.6% | +35.5% |
| 1Y | +61.5% | +13.4% | +48.1% | +43.2% |
| 3Y | +146.9% | +79.9% | +67.0% | +38.6% |
| 5Y | +71.0% | +72.2% | -1.2% | -1.2% |
| 10Y | +233.9% | +307.3% | -73.4% | -15.1% |
| All | +2,768.4% | +3,027.0% | -258.6% | +196.7% |
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 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