+208.9%
GRX vs SPY
+612.0%
-403.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.6% |
| 7D | -1.1% | +0.5% | -1.6% | -1.5% |
| 30D | +0.5% | -0.9% | +1.5% | +1.1% |
| 3M | +10.8% | +3.9% | +6.9% | +7.7% |
| 6M | +7.3% | +14.5% | -7.2% | -2.5% |
| YTD | +7.0% | +12.9% | -5.9% | -2.0% |
| 1Y | +12.3% | +19.4% | -7.1% | -1.1% |
| 3Y | +30.3% | +78.5% | -48.1% | -14.3% |
| 5Y | -0.9% | +81.8% | -82.6% | -36.2% |
| 10Y | +63.4% | +311.5% | -248.1% | -40.5% |
| All | +208.9% | +612.0% | -403.2% | -34.0% |
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