-87.1%
GRDX vs SPY
+78.7%
-165.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -10.6% | +0.5% | -11.2% | -11.0% |
| 30D | +16.8% | -0.9% | +17.7% | +17.3% |
| 3M | -48.6% | +3.9% | -52.4% | -49.4% |
| 6M | +45.5% | +14.5% | +30.9% | +38.3% |
| YTD | -31.3% | +12.9% | -44.3% | -34.2% |
| 1Y | +21.7% | +19.4% | +2.3% | +15.5% |
| 3Y | -87.1% | +78.5% | -165.6% | -89.0% |
| All | -87.1% | +78.7% | -165.9% | -89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling