+168.5%
GNE vs SPY
+702.3%
-533.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +4.4% | +0.1% | +4.3% | +4.3% |
| 30D | +10.4% | +0.1% | +10.4% | +10.3% |
| 3M | +12.8% | +2.0% | +10.8% | +10.8% |
| 6M | +6.3% | +13.0% | -6.7% | -3.3% |
| YTD | +14.3% | +13.5% | +0.8% | +3.7% |
| 1Y | +5.2% | +20.0% | -14.8% | -8.3% |
| 3Y | +6.9% | +77.2% | -70.3% | -31.3% |
| 5Y | +168.6% | +81.9% | +86.7% | +65.4% |
| 10Y | +246.2% | +314.1% | -67.9% | -7.3% |
| All | +168.5% | +702.3% | -533.8% | -62.8% |
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