+150.6%
GREK vs SPY
+680.9%
-530.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | +2.1% | +3.3% | -1.2% | -1.6% |
| 30D | +0.7% | -2.7% | +3.4% | +3.9% |
| 3M | -0.7% | -1.7% | +1.1% | +1.2% |
| 6M | +14.2% | +3.1% | +11.1% | +10.3% |
| YTD | +24.6% | +11.9% | +12.7% | +9.8% |
| 1Y | +30.4% | +12.0% | +18.4% | +14.7% |
| 3Y | +159.8% | +78.2% | +81.7% | +28.5% |
| 5Y | +243.6% | +73.2% | +170.4% | +72.9% |
| 10Y | +396.9% | +309.6% | +87.2% | -27.5% |
| All | +150.6% | +680.9% | -530.3% | -85.4% |
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 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