+435.8%
GRID vs SPY
+322.5%
+113.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.1% |
| 7D | +1.0% | -0.8% | +1.8% | +1.8% |
| 30D | -4.3% | -1.1% | -3.2% | -3.2% |
| 3M | -4.1% | +3.9% | -8.0% | -7.7% |
| 6M | +7.4% | +13.6% | -6.2% | -5.4% |
| YTD | +18.7% | +12.7% | +6.0% | +5.4% |
| 1Y | +22.9% | +17.5% | +5.4% | +4.6% |
| 3Y | +87.1% | +76.9% | +10.2% | +4.3% |
| 5Y | +95.8% | +83.6% | +12.2% | +5.0% |
| All | +435.8% | +322.5% | +113.3% | +31.1% |
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