+167.1%
GREK vs SPY
+688.0%
-520.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.5% |
| 7D | +3.5% | +0.5% | +2.9% | +2.8% |
| 30D | +6.2% | -0.9% | +7.2% | +7.4% |
| 3M | +20.2% | +3.9% | +16.3% | +15.1% |
| 6M | +34.4% | +14.5% | +19.9% | +15.5% |
| YTD | +32.8% | +12.9% | +19.9% | +15.9% |
| 1Y | +40.0% | +19.4% | +20.6% | +14.4% |
| 3Y | +172.8% | +78.5% | +94.3% | +34.5% |
| 5Y | +262.6% | +81.8% | +180.9% | +71.2% |
| 10Y | +409.9% | +311.5% | +98.4% | -25.8% |
| All | +167.1% | +688.0% | -520.9% | -84.6% |
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