-85.3%
GRML vs SPY
+17.2%
-102.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.6% | -8.2% | -7.2% |
| 7D | -14.7% | -2.0% | -12.7% | -9.7% |
| 30D | -63.4% | -1.7% | -61.8% | -61.3% |
| 3M | -73.9% | +4.7% | -78.7% | -76.7% |
| 6M | -85.3% | +12.5% | -97.8% | -89.2% |
| YTD | -73.6% | +11.7% | -85.3% | -80.7% |
| 1Y | -85.3% | +17.5% | -102.8% | -91.1% |
| All | -85.3% | +17.2% | -102.5% | -91.1% |
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 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