+158.5%
GRND vs SPY
+75.5%
+83.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.4% |
| 7D | -1.8% | -2.0% | +0.2% | -0.4% |
| 30D | -5.2% | -1.7% | -3.6% | -4.2% |
| 3M | +32.8% | +4.7% | +28.1% | +28.1% |
| 6M | +29.1% | +12.5% | +16.6% | +17.8% |
| YTD | +13.6% | +11.7% | +1.9% | +4.3% |
| 1Y | -0.4% | +17.5% | -17.9% | -11.9% |
| All | +158.5% | +75.5% | +83.0% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling