-99.6%
GRCE vs SPY
+638.9%
-738.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.5% |
| 7D | -0.9% | +0.1% | -1.1% | -1.0% |
| 30D | -1.9% | +0.1% | -1.9% | -1.9% |
| 3M | -12.1% | +2.0% | -14.1% | -13.6% |
| 6M | -45.7% | +13.0% | -58.7% | -50.9% |
| YTD | -39.3% | +13.5% | -52.9% | -45.3% |
| 1Y | -31.4% | +20.0% | -51.3% | -41.2% |
| 3Y | 0.0% | +77.2% | -77.2% | -38.7% |
| 5Y | -85.3% | +81.9% | -167.2% | -91.2% |
| 10Y | -96.8% | +314.1% | -410.8% | -98.9% |
| All | -99.6% | +638.9% | -738.5% | -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