+253.3%
GNE vs SPY
+322.5%
-69.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.1% |
| 7D | +1.7% | -0.8% | +2.5% | +2.2% |
| 30D | +9.8% | -1.1% | +10.9% | +10.5% |
| 3M | +12.8% | +3.9% | +8.9% | +10.1% |
| 6M | +13.7% | +13.6% | +0.1% | +4.9% |
| YTD | +16.3% | +12.7% | +3.6% | +7.9% |
| 1Y | +5.6% | +17.5% | -11.9% | -4.4% |
| 3Y | +14.0% | +76.9% | -62.9% | -20.0% |
| 5Y | +176.6% | +83.6% | +93.0% | +86.7% |
| All | +253.3% | +322.5% | -69.1% | +36.7% |
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