-16.7%
GRPN vs SPY
+79.8%
-96.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.8% |
| 7D | -3.1% | -2.0% | -1.1% | 0.0% |
| 30D | -16.4% | -1.7% | -14.8% | -14.1% |
| 3M | +13.6% | +4.7% | +8.9% | +6.2% |
| 6M | +57.9% | +12.5% | +45.4% | +33.0% |
| YTD | +3.8% | +11.7% | -7.9% | -11.4% |
| 1Y | -19.4% | +17.5% | -36.8% | -35.6% |
| 3Y | +51.8% | +76.6% | -24.7% | -37.7% |
| 5Y | -16.7% | +82.0% | -98.7% | -67.6% |
| All | -16.7% | +79.8% | -96.5% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling