-100.0%
GRI vs SPY
+109.4%
-209.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.5% | -9.5% | -9.6% |
| 7D | -10.0% | -0.4% | -9.6% | -9.5% |
| 30D | +5.9% | -1.4% | +7.3% | +7.4% |
| 3M | -18.2% | +3.7% | -21.9% | -20.8% |
| 6M | -28.0% | +13.0% | -41.0% | -35.3% |
| YTD | -74.0% | +12.4% | -86.4% | -76.5% |
| 1Y | -95.9% | +18.5% | -114.4% | -96.5% |
| 3Y | -100.0% | +77.6% | -177.6% | -100.0% |
| 5Y | -100.0% | +81.7% | -181.7% | -100.0% |
| All | -100.0% | +109.4% | -209.4% | -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 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