-77.1%
GRSD vs SPY
+86.4%
-163.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | -5.7% | -0.4% | -5.3% | -5.3% |
| 30D | -0.5% | -1.4% | +0.8% | +0.9% |
| 3M | -24.7% | +3.7% | -28.4% | -27.4% |
| 6M | -56.8% | +13.0% | -69.8% | -61.5% |
| YTD | -66.5% | +12.4% | -78.9% | -70.0% |
| 1Y | -77.5% | +18.5% | -96.0% | -80.8% |
| 3Y | -86.4% | +77.6% | -164.0% | -91.9% |
| 5Y | -82.0% | +81.7% | -163.7% | -88.8% |
| All | -77.1% | +86.4% | -163.6% | -86.7% |
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