+39.9%
GRND vs SPY
+115.7%
-75.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -3.0% | -3.2% |
| 7D | -4.7% | -0.4% | -4.4% | -4.5% |
| 30D | -8.7% | -1.4% | -7.3% | -8.1% |
| 3M | +31.2% | +3.7% | +27.5% | +28.6% |
| 6M | +24.6% | +13.0% | +11.6% | +16.9% |
| YTD | +10.3% | +12.4% | -2.1% | +3.8% |
| 1Y | -4.5% | +18.5% | -23.1% | -12.5% |
| 3Y | +153.9% | +77.6% | +76.3% | +96.1% |
| 5Y | +47.7% | +81.7% | -33.9% | +10.4% |
| All | +39.9% | +115.7% | -75.8% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling