-91.5%
GANX vs SPY
+108.2%
-199.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.3% |
| 7D | +1.0% | +2.6% | -1.6% | -1.9% |
| 30D | -21.2% | -2.0% | -19.2% | -19.0% |
| 3M | -52.0% | -2.8% | -49.2% | -50.0% |
| 6M | -41.6% | +2.1% | -43.7% | -42.1% |
| YTD | -67.7% | +11.5% | -79.2% | -70.9% |
| 1Y | -65.2% | +13.5% | -78.7% | -69.4% |
| 3Y | -62.7% | +77.7% | -140.4% | -78.8% |
| 5Y | -87.4% | +72.6% | -160.0% | -92.3% |
| All | -91.5% | +108.2% | -199.7% | -96.4% |
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