+175.0%
GNE vs SPY
+79.8%
+95.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | +2.5% | -2.0% | +4.5% | +3.4% |
| 30D | +8.2% | -1.7% | +9.8% | +9.0% |
| 3M | +11.0% | +4.7% | +6.2% | +8.4% |
| 6M | +9.8% | +12.5% | -2.7% | +3.3% |
| YTD | +15.7% | +11.7% | +3.9% | +9.2% |
| 1Y | +7.1% | +17.5% | -10.4% | -1.2% |
| 3Y | +13.0% | +76.6% | -63.6% | -14.0% |
| 5Y | +175.0% | +82.0% | +93.0% | +102.0% |
| All | +175.0% | +79.8% | +95.2% | +102.0% |
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 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