-100.0%
GRDX vs SPY
+317.2%
-417.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.4% | +9.8% | +9.7% |
| 7D | -18.0% | +0.1% | -18.1% | -18.1% |
| 30D | +17.3% | +0.1% | +17.3% | +17.2% |
| 3M | -46.4% | +2.0% | -48.4% | -47.0% |
| 6M | +31.0% | +13.0% | +18.0% | +21.7% |
| YTD | -30.3% | +13.5% | -43.8% | -35.3% |
| 1Y | +22.6% | +20.0% | +2.7% | +10.1% |
| 3Y | -81.3% | +77.2% | -158.5% | -87.5% |
| 5Y | -100.0% | +81.9% | -181.9% | -100.0% |
| All | -100.0% | +317.2% | -417.2% | -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 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