+50.4%
GRPN vs SPY
+77.0%
-26.5%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.4% |
| 7D | -0.7% | -0.8% | 0.0% | +0.3% |
| 30D | -15.4% | -1.1% | -14.4% | -14.2% |
| 3M | +11.0% | +3.9% | +7.2% | +6.1% |
| 6M | +69.0% | +13.6% | +55.4% | +45.5% |
| YTD | +6.4% | +12.7% | -6.3% | -7.3% |
| 1Y | -20.3% | +17.5% | -37.8% | -33.3% |
| 3Y | +50.4% | +76.9% | -26.5% | +6.7% |
| All | +50.4% | +77.0% | -26.5% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling