+40.5%
GRVY vs SPY
+834.6%
-794.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.2% |
| 7D | -2.8% | -2.0% | -0.9% | -1.8% |
| 30D | +1.1% | -1.7% | +2.8% | +2.0% |
| 3M | +23.8% | +4.7% | +19.0% | +20.8% |
| 6M | +13.4% | +12.5% | +0.9% | +6.6% |
| YTD | +22.3% | +11.7% | +10.6% | +15.3% |
| 1Y | +11.6% | +17.5% | -5.9% | +2.5% |
| 3Y | +2.1% | +76.6% | -74.4% | -24.4% |
| 5Y | -32.5% | +82.0% | -114.5% | -50.3% |
| 10Y | +2,565.5% | +317.1% | +2,248.4% | +1,338.3% |
| All | +40.5% | +834.6% | -794.1% | -49.0% |
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