+397.4%
GREK vs SPY
+307.0%
+90.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.4% |
| 7D | +2.3% | +2.6% | -0.3% | -0.3% |
| 30D | +1.0% | -2.0% | +3.0% | +3.1% |
| 3M | -1.6% | -2.8% | +1.2% | +1.2% |
| 6M | +13.2% | +2.1% | +11.1% | +10.9% |
| YTD | +23.7% | +11.5% | +12.2% | +11.1% |
| 1Y | +28.7% | +13.5% | +15.3% | +13.5% |
| 3Y | +158.2% | +77.7% | +80.5% | +39.1% |
| 5Y | +241.1% | +72.6% | +168.5% | +88.0% |
| All | +397.4% | +307.0% | +90.4% | -13.4% |
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