-96.4%
GRPN vs SPY
+692.3%
-788.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +1.3% |
| 7D | +2.7% | +0.5% | +2.1% | +1.8% |
| 30D | -24.3% | -0.9% | -23.3% | -23.1% |
| 3M | +17.1% | +3.9% | +13.2% | +11.0% |
| 6M | +55.3% | +14.5% | +40.8% | +27.7% |
| YTD | +7.6% | +12.9% | -5.3% | -9.5% |
| 1Y | -16.7% | +19.4% | -36.1% | -34.9% |
| 3Y | +57.4% | +78.5% | -21.1% | -34.7% |
| 5Y | -14.2% | +81.8% | -96.0% | -63.7% |
| 10Y | -82.2% | +311.5% | -393.7% | -97.6% |
| All | -96.4% | +692.3% | -788.6% | -99.8% |
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 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