-96.7%
GRCE vs SPY
+311.3%
-408.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.5% |
| 7D | +1.0% | +0.5% | +0.4% | +0.4% |
| 30D | -0.5% | -0.9% | +0.5% | +0.4% |
| 3M | -7.8% | +3.9% | -11.7% | -11.1% |
| 6M | -45.1% | +14.5% | -59.6% | -51.3% |
| YTD | -38.7% | +12.9% | -51.6% | -45.0% |
| 1Y | -34.6% | +19.4% | -53.9% | -44.4% |
| 3Y | 0.0% | +78.5% | -78.5% | -41.8% |
| 5Y | -84.1% | +81.8% | -165.8% | -90.9% |
| 10Y | -96.7% | +311.5% | -408.2% | -98.8% |
| All | -96.7% | +311.3% | -408.0% | -98.8% |
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