+18.2%
GRNJ vs SPY
+15.4%
+2.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.4% |
| 7D | -1.1% | -2.0% | +0.8% | +2.7% |
| 30D | -7.1% | -1.7% | -5.5% | -4.1% |
| 3M | -3.7% | +4.7% | -8.4% | -11.8% |
| 6M | +10.6% | +12.5% | -1.9% | -10.6% |
| YTD | +12.4% | +11.7% | +0.7% | -8.3% |
| All | +18.2% | +15.4% | +2.8% | -11.6% |
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 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