-41.4%
GRCE vs SPY
+14.6%
-56.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -3.1% |
| 7D | -10.0% | -0.7% | -9.2% | -9.4% |
| 30D | -12.1% | -1.0% | -11.1% | -11.2% |
| 3M | -17.0% | -0.3% | -16.6% | -16.6% |
| 6M | -23.3% | +7.3% | -30.6% | -28.1% |
| YTD | -47.7% | +13.3% | -61.0% | -53.8% |
| 1Y | -41.4% | +14.8% | -56.2% | -47.8% |
| All | -41.4% | +14.6% | -56.1% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling