+43.2%
GRND vs SPY
+116.3%
-73.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.1% |
| 7D | +0.2% | -0.8% | +1.0% | +0.6% |
| 30D | -3.7% | -1.1% | -2.7% | -3.2% |
| 3M | +33.2% | +3.9% | +29.4% | +30.5% |
| 6M | +25.1% | +13.6% | +11.5% | +17.0% |
| YTD | +12.9% | +12.7% | +0.2% | +6.1% |
| 1Y | -4.6% | +17.5% | -22.1% | -12.1% |
| 3Y | +156.8% | +76.9% | +79.9% | +98.5% |
| 5Y | +51.2% | +83.6% | -32.4% | +12.5% |
| All | +43.2% | +116.3% | -73.1% | -2.6% |
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 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