-100.0%
GRI vs SPY
+109.2%
-209.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -4.3% |
| 7D | +28.0% | -0.9% | +28.9% | +28.1% |
| 30D | +16.6% | -2.4% | +18.9% | +18.3% |
| 3M | -16.8% | -1.2% | -15.7% | -16.3% |
| 6M | -19.0% | +3.3% | -22.3% | -21.8% |
| YTD | -73.5% | +12.3% | -85.8% | -76.2% |
| 1Y | -96.5% | +12.4% | -108.9% | -96.8% |
| 3Y | -100.0% | +78.8% | -178.8% | -100.0% |
| 5Y | -100.0% | +75.2% | -175.2% | -100.0% |
| All | -100.0% | +109.2% | -209.2% | -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 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