-6.2%
GROY vs SPY
+111.5%
-117.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.2% |
| 7D | -4.4% | -2.0% | -2.4% | -2.6% |
| 30D | +6.1% | -1.7% | +7.8% | +7.8% |
| 3M | +21.5% | +4.7% | +16.7% | +16.5% |
| 6M | -24.1% | +12.5% | -36.6% | -31.2% |
| YTD | -18.8% | +11.7% | -30.5% | -26.0% |
| 1Y | -8.9% | +17.5% | -26.4% | -20.2% |
| 3Y | +139.4% | +76.6% | +62.9% | +40.9% |
| 5Y | -36.6% | +82.0% | -118.6% | -65.7% |
| All | -6.2% | +111.5% | -117.7% | -61.5% |
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