GREENLIGHT CAPITAL INC
What you'd have made by mirroring GREENLIGHT CAPITAL INC's public 13F filings, starting with $10,000 on Aug 14, 2013 and rebalancing at every disclosure through May 31, 2026.
Equity curve
$10,000 mirrored · vs SPYRisk profile
Weekly mirror returns vs SPY · rf ≈ 4%Drawdown
Underwater curve — distance below running peakLargest drawdown: -50.4% from 2020-02-19 to 2020-03-18 · recovered 2020-08-19.
Style decomposition
R² 38% · 668 weekly obsMultivariate regression of weekly mirror excess return on five style factors built from the benchmark ETFs: SPY (market), IWM−SPY (size), QQQ−SPY (growth), EFA−SPY (international), AGG−SPY (bonds). The intercept is the “true alpha” after stripping these passive tilts. ✓ marks loadings whose |t-stat| ≥ 2 (≈ 95% confidence the loading is non-zero).
Rolling 1y alpha
Trailing 52w mirror return − SPY returnWhether the headline alpha was earned recently or decades ago. Bands above the zero line are quarters where the mirror beat SPY on a trailing-year basis; bands below are quarters where it lost ground. A flat positive line = steady outperformance; a curve that crosses often = regime-dependent strategy.
Realized P&L · closed trades
Cumulative profit from positions opened and later soldBiggest closed trades
| Issuer | Entry | Exit | Held | Return | P&L |
|---|---|---|---|---|---|
APPLE INC AAPL | Q3 2013 | Q4 2018 | 21Q | +189% | +$1.8B |
MICRON TECHNOLOGY INC MU | Q1 2014 | Q1 2016 | 8Q | -57% | −$590.3M |
CHEMOURS CO CC | Q1 2016 | Q2 2018 | 9Q | +1317% | +$239.93M |
CHEMOURS CO CC | Q3 2019 | Q4 2022 | 13Q | +225% | +$200.72M |
TAKE-TWO INTERACTIVE SOFTWAR TTWO | Q1 2014 | Q1 2017 | 12Q | +205% | +$148.15M |
VOYA FINL INC VOYA | Q3 2014 | Q1 2020 | 22Q | +67% | +$98.53M |
OIL STS INTL INC OIS | Q3 2013 | Q3 2016 | 12Q | -38% | −$95.58M |
GENERAL MTRS CO GM | Q2 2015 | Q2 2020 | 20Q | -20% | −$69.77M |
NCR CORP NEW VYX | Q3 2013 | Q2 2014 | 3Q | -15% | −$46.26M |
MACYS INC M | Q2 2015 | Q4 2015 | 2Q | -41% | −$45.02M |