-1.9%
GRX vs SPY
+79.8%
-81.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | -3.5% | -2.0% | -1.5% | -2.3% |
| 30D | -1.8% | -1.7% | -0.2% | -0.9% |
| 3M | +8.3% | +4.7% | +3.6% | +5.2% |
| 6M | +5.5% | +12.5% | -7.0% | -2.0% |
| YTD | +4.9% | +11.7% | -6.8% | -2.1% |
| 1Y | +12.0% | +17.5% | -5.4% | +1.2% |
| 3Y | +27.8% | +76.6% | -48.7% | -13.2% |
| 5Y | -1.9% | +82.0% | -83.9% | -36.6% |
| All | -1.9% | +79.8% | -81.7% | -36.6% |
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 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