-99.2%
GRML vs SPY
+90.7%
-189.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.3% |
| 7D | -14.0% | -0.4% | -13.6% | -13.7% |
| 30D | -58.1% | -1.4% | -56.7% | -57.4% |
| 3M | -72.0% | +3.7% | -75.7% | -72.7% |
| 6M | -82.2% | +13.0% | -95.2% | -83.7% |
| YTD | -71.0% | +12.4% | -83.4% | -73.3% |
| 1Y | -84.4% | +18.5% | -103.0% | -86.1% |
| 3Y | -99.2% | +77.6% | -176.8% | -99.4% |
| All | -99.2% | +90.7% | -189.8% | -99.3% |
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