-97.3%
GRCE vs SPY
+308.5%
-405.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.4% |
| 7D | +1.7% | +3.3% | -1.6% | -1.3% |
| 30D | -9.0% | -2.7% | -6.4% | -6.8% |
| 3M | -13.8% | -1.7% | -12.1% | -12.6% |
| 6M | -22.3% | +3.1% | -25.4% | -24.7% |
| YTD | -47.7% | +11.9% | -59.6% | -52.8% |
| 1Y | -40.3% | +12.0% | -52.2% | -46.2% |
| 3Y | -18.5% | +78.2% | -96.6% | -52.9% |
| 5Y | -81.4% | +73.2% | -154.6% | -89.0% |
| All | -97.3% | +308.5% | -405.8% | -99.2% |
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