+483.7%
GRPM vs SPY
+712.4%
-228.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.4% |
| 7D | +1.0% | +2.6% | -1.6% | -1.6% |
| 30D | +4.7% | -2.0% | +6.7% | +6.7% |
| 3M | +0.8% | -2.8% | +3.6% | +3.5% |
| 6M | +16.9% | +2.1% | +14.7% | +13.7% |
| YTD | +21.3% | +11.5% | +9.8% | +7.6% |
| 1Y | +24.9% | +13.5% | +11.5% | +8.8% |
| 3Y | +72.6% | +77.7% | -5.1% | -5.7% |
| 5Y | +55.2% | +72.6% | -17.4% | -12.6% |
| 10Y | +201.2% | +308.2% | -107.0% | -29.7% |
| All | +483.7% | +712.4% | -228.6% | -33.6% |
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