-59.5%
GNLX vs SPY
+98.3%
-157.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.8% |
| 7D | +2.0% | -0.8% | +2.8% | +3.1% |
| 30D | -7.8% | -1.1% | -6.7% | -6.4% |
| 3M | -13.5% | +3.9% | -17.4% | -18.2% |
| 6M | -10.4% | +13.6% | -24.0% | -24.8% |
| YTD | -42.9% | +12.7% | -55.6% | -51.5% |
| 1Y | -31.8% | +17.5% | -49.3% | -44.2% |
| 3Y | -88.9% | +76.9% | -165.8% | -94.7% |
| All | -59.5% | +98.3% | -157.8% | -84.8% |
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