-89.4%
GNLN vs SPY
+20.8%
-110.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.6% |
| 7D | 0.0% | +0.1% | -0.1% | -0.3% |
| 30D | +44.3% | +0.1% | +44.3% | +42.4% |
| 3M | -8.2% | +2.0% | -10.2% | -13.2% |
| 6M | -51.4% | +13.0% | -64.4% | -65.4% |
| YTD | -77.7% | +13.5% | -91.3% | -84.1% |
| 1Y | -89.4% | +20.0% | -109.4% | -92.6% |
| All | -89.4% | +20.8% | -110.2% | -92.6% |
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