+52.4%
GRND vs SPY
+80.7%
-28.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.3% |
| 7D | -1.8% | -2.0% | +0.2% | -0.8% |
| 30D | -5.2% | -1.7% | -3.6% | -4.5% |
| 3M | +32.8% | +4.7% | +28.1% | +29.5% |
| 6M | +29.1% | +12.5% | +16.6% | +21.2% |
| YTD | +13.6% | +11.7% | +1.9% | +7.0% |
| 1Y | -0.4% | +17.5% | -17.9% | -8.4% |
| 3Y | +161.6% | +76.6% | +85.0% | +101.3% |
| All | +52.4% | +80.7% | -28.3% | +12.4% |
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