-73.8%
GRWG vs SPY
+224.2%
-298.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -3.8% |
| 7D | -7.0% | -0.8% | -6.2% | -6.0% |
| 30D | -14.0% | -1.1% | -13.0% | -12.8% |
| 3M | -0.6% | +3.9% | -4.5% | -6.2% |
| 6M | +37.8% | +13.6% | +24.2% | +14.2% |
| YTD | +2.0% | +12.7% | -10.7% | -14.4% |
| 1Y | -1.3% | +17.5% | -18.8% | -22.8% |
| 3Y | -58.2% | +76.9% | -135.1% | -82.3% |
| 5Y | -94.8% | +83.6% | -178.4% | -97.7% |
| All | -73.8% | +224.2% | -298.1% | -92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling