-99.1%
GRML vs SPY
+91.6%
-190.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.5% | -8.1% | -8.1% |
| 7D | -6.5% | +0.5% | -7.0% | -7.0% |
| 30D | -55.2% | -0.9% | -54.2% | -54.6% |
| 3M | -71.9% | +3.9% | -75.8% | -72.7% |
| 6M | -81.0% | +14.5% | -95.6% | -82.8% |
| YTD | -69.9% | +12.9% | -82.8% | -72.4% |
| 1Y | -82.6% | +19.4% | -102.0% | -84.6% |
| 3Y | -99.2% | +78.5% | -177.6% | -99.3% |
| All | -99.1% | +91.6% | -190.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling