+17.8%
GRPM vs SPY
+17.2%
+0.6%
-7.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | -3.7% | -2.0% | -1.7% | -2.2% |
| 30D | -1.8% | -1.7% | -0.2% | -0.5% |
| 3M | +10.0% | +4.7% | +5.2% | +5.7% |
| 6M | +18.2% | +12.5% | +5.7% | +6.1% |
| YTD | +17.3% | +11.7% | +5.6% | +5.9% |
| 1Y | +17.8% | +17.5% | +0.4% | +0.2% |
| All | +17.8% | +17.2% | +0.6% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling