-34.2%
GROY vs SPY
+81.0%
-115.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.7% |
| 7D | -2.1% | -0.4% | -1.7% | -1.7% |
| 30D | +6.8% | -1.4% | +8.2% | +8.2% |
| 3M | +15.8% | +3.7% | +12.1% | +12.2% |
| 6M | -22.0% | +13.0% | -35.0% | -29.6% |
| YTD | -18.6% | +12.4% | -31.0% | -26.0% |
| 1Y | -12.5% | +18.5% | -31.0% | -23.7% |
| 3Y | +140.1% | +77.6% | +62.5% | +42.3% |
| 5Y | -34.2% | +81.7% | -115.9% | -64.5% |
| All | -34.2% | +81.0% | -115.2% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling