+3.5%
GRNJ vs SPY
+17.1%
-13.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -6.7% |
| 7D | -7.5% | -0.7% | -6.8% | -6.2% |
| 30D | -16.9% | -1.0% | -15.9% | -15.0% |
| 3M | -16.4% | -0.3% | -16.0% | -15.5% |
| 6M | -15.0% | +7.3% | -22.3% | -25.1% |
| YTD | -1.5% | +13.3% | -14.9% | -21.5% |
| All | +3.5% | +17.1% | -13.5% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling