+71.5%
GNK vs SPY
+20.8%
+50.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +6.8% | +0.1% | +6.7% | +6.7% |
| 30D | +11.5% | +0.1% | +11.5% | +11.5% |
| 3M | +18.4% | +2.0% | +16.4% | +16.3% |
| 6M | +22.5% | +13.0% | +9.5% | +8.0% |
| YTD | +60.6% | +13.5% | +47.0% | +40.6% |
| 1Y | +71.5% | +20.0% | +51.5% | +50.5% |
| All | +71.5% | +20.8% | +50.6% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling