-100.0%
GRDX vs SPY
+311.8%
-411.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.1% |
| 7D | +2.2% | -0.9% | +3.1% | +3.3% |
| 30D | +19.1% | -2.4% | +21.4% | +21.9% |
| 3M | +76.2% | -1.2% | +77.3% | +78.9% |
| 6M | +74.0% | +3.3% | +70.7% | +71.9% |
| YTD | +19.1% | +12.3% | +6.8% | +12.2% |
| 1Y | +48.8% | +12.4% | +36.3% | +40.6% |
| 3Y | -66.5% | +78.8% | -145.3% | -77.6% |
| 5Y | -100.0% | +75.2% | -175.1% | -100.0% |
| 10Y | -100.0% | +311.1% | -411.1% | -100.0% |
| All | -100.0% | +311.8% | -411.8% | -100.0% |
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