-100.0%
GNLN vs SPY
+190.7%
-290.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -3.7% |
| 7D | -9.2% | -2.0% | -7.2% | -6.9% |
| 30D | +31.6% | -1.7% | +33.3% | +33.5% |
| 3M | -17.8% | +4.7% | -22.6% | -22.6% |
| 6M | -62.8% | +12.5% | -75.3% | -66.9% |
| YTD | -79.5% | +11.7% | -91.2% | -81.6% |
| 1Y | -90.7% | +17.5% | -108.1% | -92.1% |
| 3Y | -100.0% | +76.6% | -176.6% | -100.0% |
| 5Y | -100.0% | +82.0% | -182.0% | -100.0% |
| All | -100.0% | +190.7% | -290.7% | -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 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