-99.7%
GRCE vs SPY
+621.2%
-720.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.2% |
| 7D | +1.1% | -0.6% | +1.7% | +1.4% |
| 30D | -10.6% | -3.7% | -6.9% | -7.8% |
| 3M | -11.8% | -2.7% | -9.1% | -9.9% |
| 6M | -20.5% | +2.2% | -22.7% | -22.1% |
| YTD | -46.2% | +10.8% | -57.1% | -50.6% |
| 1Y | -37.8% | +11.2% | -49.0% | -43.2% |
| 3Y | -16.2% | +76.5% | -92.7% | -48.4% |
| 5Y | -81.4% | +72.9% | -154.4% | -88.5% |
| 10Y | -97.0% | +304.8% | -401.8% | -99.0% |
| All | -99.7% | +621.2% | -720.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling