-82.0%
GRPN vs SPY
+322.5%
-404.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.2% |
| 7D | -0.7% | -0.8% | 0.0% | +0.5% |
| 30D | -15.4% | -1.1% | -14.4% | -14.0% |
| 3M | +11.0% | +3.9% | +7.2% | +5.1% |
| 6M | +69.0% | +13.6% | +55.4% | +40.5% |
| YTD | +6.4% | +12.7% | -6.3% | -10.3% |
| 1Y | -20.3% | +17.5% | -37.8% | -36.4% |
| 3Y | +50.4% | +76.9% | -26.5% | -37.1% |
| 5Y | -14.6% | +83.6% | -98.2% | -64.8% |
| All | -82.0% | +322.5% | -404.4% | -97.8% |
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