+212.4%
GRDN vs SPY
+35.3%
+177.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | -0.7% |
| 7D | +18.7% | -0.9% | +19.7% | +19.6% |
| 30D | +23.5% | -2.4% | +25.8% | +25.5% |
| 3M | +26.7% | -1.2% | +27.8% | +27.5% |
| 6M | +40.2% | +3.3% | +36.9% | +36.6% |
| YTD | +66.1% | +12.3% | +53.8% | +51.8% |
| 1Y | +59.9% | +12.4% | +47.5% | +46.1% |
| All | +212.4% | +35.3% | +177.0% | +157.4% |
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