+8.1%
GNL vs SPY
+335.4%
-327.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | -0.7% | -0.4% | -0.3% | -0.3% |
| 30D | -1.7% | -1.4% | -0.4% | -0.5% |
| 3M | -2.9% | +3.7% | -6.6% | -6.5% |
| 6M | +0.8% | +13.0% | -12.2% | -10.8% |
| YTD | +12.5% | +12.4% | +0.1% | -0.1% |
| 1Y | +21.1% | +18.5% | +2.6% | +1.7% |
| 3Y | +16.1% | +77.6% | -61.5% | -35.9% |
| 5Y | -0.9% | +81.7% | -82.5% | -47.3% |
| 10Y | +15.7% | +319.7% | -304.0% | -71.1% |
| All | +8.1% | +335.4% | -327.3% | -73.3% |
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