-31.2%
GRNT vs SPY
+136.7%
-167.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +0.8% | +0.5% | +0.2% | +0.5% |
| 30D | +6.8% | -0.9% | +7.8% | +7.2% |
| 3M | +7.5% | +3.9% | +3.6% | +5.4% |
| 6M | +6.2% | +14.5% | -8.3% | -1.0% |
| YTD | +16.0% | +12.9% | +3.0% | +8.8% |
| 1Y | +6.1% | +19.4% | -13.3% | -3.3% |
| 3Y | -14.3% | +78.5% | -92.7% | -31.8% |
| 5Y | -29.9% | +81.8% | -111.6% | -45.2% |
| All | -31.2% | +136.7% | -167.9% | -46.4% |
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 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