-81.9%
GRCE vs SPY
+67.4%
-149.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.7% |
| 7D | -4.6% | -2.7% | -1.9% | -2.8% |
| 30D | -11.9% | -5.4% | -6.5% | -8.2% |
| 3M | -12.7% | -4.1% | -8.6% | -10.1% |
| 6M | -21.9% | +0.7% | -22.6% | -22.4% |
| YTD | -46.5% | +8.7% | -55.2% | -49.6% |
| 1Y | -39.1% | +10.9% | -50.0% | -43.6% |
| 3Y | -24.8% | +75.0% | -99.8% | -49.6% |
| All | -81.9% | +67.4% | -149.2% | -86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling