-19.8%
GRRR vs SPY
+21.3%
-41.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -2.8% |
| 7D | -12.4% | +0.3% | -12.7% | -13.0% |
| 30D | +12.0% | +0.2% | +11.8% | +11.3% |
| 3M | -25.0% | +2.8% | -27.8% | -30.1% |
| 6M | +19.4% | +14.3% | +5.2% | -15.5% |
| YTD | +25.6% | +14.0% | +11.7% | -9.7% |
| All | -19.8% | +21.3% | -41.1% | -46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling