-81.2%
GRO vs SPY
+30.2%
-111.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.6% |
| 7D | -3.1% | +0.5% | -3.6% | -3.7% |
| 30D | +16.5% | -0.9% | +17.5% | +17.5% |
| 3M | +14.4% | +3.9% | +10.5% | +9.3% |
| 6M | -21.1% | +14.5% | -35.6% | -31.8% |
| YTD | +34.4% | +12.9% | +21.5% | +18.5% |
| 1Y | +23.9% | +19.4% | +4.5% | +3.9% |
| All | -81.2% | +30.2% | -111.4% | -85.9% |
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 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