+91.7%
GNK vs SPY
+82.3%
+9.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.4% |
| 7D | -3.0% | -0.8% | -2.2% | -2.3% |
| 30D | +9.5% | -1.1% | +10.6% | +10.5% |
| 3M | +16.8% | +3.9% | +12.9% | +13.1% |
| 6M | +33.4% | +13.6% | +19.8% | +19.8% |
| YTD | +55.8% | +12.7% | +43.1% | +40.9% |
| 1Y | +63.1% | +17.5% | +45.6% | +42.5% |
| 3Y | +143.5% | +76.9% | +66.6% | +51.1% |
| All | +91.7% | +82.3% | +9.4% | +14.8% |
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 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