-86.2%
GRRR vs SPY
+94.2%
-180.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.8% |
| 7D | -1.5% | -0.8% | -0.7% | -0.9% |
| 30D | -7.2% | -1.1% | -6.1% | -6.5% |
| 3M | -23.6% | +3.9% | -27.4% | -25.5% |
| 6M | +15.5% | +13.6% | +1.9% | +7.2% |
| YTD | +24.5% | +12.7% | +11.8% | +16.5% |
| 1Y | -24.3% | +17.5% | -41.8% | -30.3% |
| 3Y | -6.3% | +76.9% | -83.2% | -17.3% |
| 5Y | -86.3% | +83.6% | -169.9% | -87.6% |
| All | -86.2% | +94.2% | -180.4% | -87.4% |
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