-100.0%
GRI vs SPY
+81.8%
-181.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -30.6% | -0.5% | -30.0% | -30.1% |
| 7D | +4.7% | +0.5% | +4.2% | +4.5% |
| 30D | +36.1% | -0.9% | +37.0% | +37.3% |
| 3M | -7.8% | +3.9% | -11.7% | -10.9% |
| 6M | -22.0% | +14.5% | -36.6% | -30.5% |
| YTD | -71.1% | +12.9% | -84.0% | -73.9% |
| 1Y | -95.4% | +19.4% | -114.8% | -96.0% |
| 3Y | -100.0% | +78.5% | -178.5% | -100.0% |
| 5Y | -100.0% | +81.8% | -181.8% | -100.0% |
| All | -100.0% | +81.8% | -181.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling