+7.2%
GRNQ vs SPY
+77.0%
-69.8%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.7% |
| 7D | -35.2% | -0.8% | -34.5% | -35.0% |
| 30D | +31.6% | -1.1% | +32.7% | +32.0% |
| 3M | -18.7% | +3.9% | -22.6% | -20.0% |
| 6M | -42.1% | +13.6% | -55.7% | -44.5% |
| YTD | -34.5% | +12.7% | -47.2% | -37.1% |
| 1Y | -2.3% | +17.5% | -19.8% | -7.6% |
| 3Y | +7.2% | +76.9% | -69.7% | -42.9% |
| All | +7.2% | +77.0% | -69.8% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling