-95.1%
GNLN vs SPY
+14.6%
-109.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.4% | -2.6% |
| 7D | -26.6% | -0.7% | -25.9% | -25.3% |
| 30D | -64.1% | -1.0% | -63.1% | -63.3% |
| 3M | -35.0% | -0.3% | -34.6% | -35.1% |
| 6M | -75.9% | +7.3% | -83.2% | -81.1% |
| YTD | -90.0% | +13.3% | -103.3% | -93.4% |
| 1Y | -95.1% | +14.8% | -109.9% | -96.7% |
| All | -95.1% | +14.6% | -109.8% | -96.7% |
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