+47.0%
GRFS vs SPY
+652.6%
-605.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +4.0% | +3.3% | +0.7% | +1.5% |
| 30D | +22.7% | -2.7% | +25.4% | +25.2% |
| 3M | +11.0% | -1.7% | +12.7% | +12.3% |
| 6M | +18.0% | +3.1% | +14.9% | +14.8% |
| YTD | -4.6% | +11.9% | -16.5% | -12.7% |
| 1Y | +2.6% | +12.0% | -9.4% | -6.2% |
| 3Y | +1.8% | +78.2% | -76.4% | -35.1% |
| 5Y | -24.3% | +73.2% | -97.6% | -51.0% |
| 10Y | -35.7% | +309.6% | -345.4% | -79.8% |
| All | +47.0% | +652.6% | -605.6% | -71.9% |
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