-97.0%
GRCE vs SPY
+315.0%
-412.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | -1.1% |
| 7D | +3.3% | +0.1% | +3.2% | +3.1% |
| 30D | -10.1% | -3.3% | -6.8% | -7.3% |
| 3M | -12.2% | -2.4% | -9.8% | -10.4% |
| 6M | -20.1% | +2.6% | -22.6% | -22.1% |
| YTD | -46.0% | +11.2% | -57.2% | -50.9% |
| 1Y | -37.5% | +13.4% | -50.8% | -44.4% |
| 3Y | -17.6% | +79.9% | -97.5% | -52.8% |
| 5Y | -81.6% | +72.2% | -153.7% | -89.0% |
| 10Y | -97.0% | +307.3% | -404.4% | -99.1% |
| All | -97.0% | +315.0% | -412.0% | -99.1% |
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