+622.0%
GRID vs SPY
+830.3%
-208.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.2% |
| 7D | +3.7% | +0.5% | +3.2% | +3.1% |
| 30D | -2.4% | -0.9% | -1.4% | -1.4% |
| 3M | -3.5% | +3.9% | -7.4% | -7.1% |
| 6M | +10.2% | +14.5% | -4.3% | -3.8% |
| YTD | +19.5% | +12.9% | +6.5% | +5.8% |
| 1Y | +26.9% | +19.4% | +7.5% | +6.1% |
| 3Y | +89.5% | +78.5% | +11.0% | +4.0% |
| 5Y | +95.9% | +81.8% | +14.2% | +5.6% |
| 10Y | +423.5% | +311.5% | +112.0% | +20.2% |
| All | +622.0% | +830.3% | -208.3% | -35.6% |
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