-17.0%
GROY vs SPY
+111.1%
-128.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.0% |
| 7D | -7.1% | +2.6% | -9.6% | -9.2% |
| 30D | +4.7% | -2.0% | +6.7% | +6.3% |
| 3M | -6.5% | -2.8% | -3.7% | -4.2% |
| 6M | -22.3% | +2.1% | -24.4% | -23.6% |
| YTD | -28.2% | +11.5% | -39.7% | -34.6% |
| 1Y | -23.3% | +13.5% | -36.7% | -31.0% |
| 3Y | +126.6% | +77.7% | +48.9% | +32.2% |
| 5Y | -43.2% | +72.6% | -115.8% | -67.6% |
| All | -17.0% | +111.1% | -128.1% | -66.0% |
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