+861.6%
GRML vs SPY
+20.8%
+840.8%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.6% | +3.7% |
| 7D | -2.5% | +0.1% | -2.6% | -1.7% |
| 30D | +2,418.5% | +0.1% | +2,418.5% | +2,618.4% |
| 3M | +1,320.9% | +2.0% | +1,318.9% | +1,370.2% |
| 6M | +1,052.5% | +13.0% | +1,039.5% | +783.5% |
| YTD | +1,547.1% | +13.5% | +1,533.5% | +1,130.2% |
| 1Y | +861.6% | +20.0% | +841.7% | +405.5% |
| All | +861.6% | +20.8% | +840.8% | +405.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling