-99.5%
GRNQ vs SPY
+210.6%
-310.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.2% |
| 7D | -35.2% | -0.8% | -34.5% | -34.6% |
| 30D | +31.6% | -1.1% | +32.7% | +32.8% |
| 3M | -18.7% | +3.9% | -22.6% | -21.8% |
| 6M | -42.1% | +13.6% | -55.7% | -49.0% |
| YTD | -34.5% | +12.7% | -47.2% | -42.1% |
| 1Y | -2.3% | +17.5% | -19.8% | -17.4% |
| 3Y | +7.2% | +76.9% | -69.7% | -44.3% |
| 5Y | -83.0% | +83.6% | -166.6% | -91.5% |
| All | -99.5% | +210.6% | -310.0% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling