-100.0%
GNLN vs SPY
+193.2%
-293.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.9% | +14.7% | +14.5% |
| 7D | +6.4% | -0.8% | +7.2% | +7.6% |
| 30D | +57.7% | -1.1% | +58.7% | +59.0% |
| 3M | -2.9% | +3.9% | -6.8% | -7.4% |
| 6M | -56.0% | +13.6% | -69.6% | -61.2% |
| YTD | -76.3% | +12.7% | -88.9% | -78.9% |
| 1Y | -89.4% | +17.5% | -106.9% | -91.0% |
| 3Y | -100.0% | +76.9% | -176.9% | -100.0% |
| 5Y | -100.0% | +83.6% | -183.6% | -100.0% |
| All | -100.0% | +193.2% | -293.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling