-81.9%
GRSD vs SPY
+82.3%
-164.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -2.0% |
| 7D | -6.3% | -0.8% | -5.5% | -5.6% |
| 30D | -5.8% | -1.1% | -4.8% | -4.8% |
| 3M | -31.3% | +3.9% | -35.1% | -33.8% |
| 6M | -57.0% | +13.6% | -70.6% | -61.7% |
| YTD | -67.4% | +12.7% | -80.1% | -70.8% |
| 1Y | -78.1% | +17.5% | -95.6% | -81.0% |
| 3Y | -86.8% | +76.9% | -163.7% | -91.9% |
| All | -81.9% | +82.3% | -164.2% | -89.1% |
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