-78.5%
GNK vs SPY
+371.6%
-450.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.7% |
| 7D | +0.5% | -0.4% | +0.9% | +0.9% |
| 30D | +11.7% | -1.4% | +13.1% | +13.3% |
| 3M | +17.3% | +3.7% | +13.6% | +12.9% |
| 6M | +34.7% | +13.0% | +21.7% | +18.9% |
| YTD | +57.6% | +12.4% | +45.2% | +39.9% |
| 1Y | +63.1% | +18.5% | +44.6% | +37.3% |
| 3Y | +142.4% | +77.6% | +64.8% | +33.5% |
| 5Y | +103.9% | +81.7% | +22.2% | +8.4% |
| 10Y | +849.0% | +319.7% | +529.4% | +153.7% |
| All | -78.5% | +371.6% | -450.1% | -94.5% |
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 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