+55.4%
GNR vs SPY
+75.5%
-20.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.2% |
| 7D | -0.9% | -2.0% | +1.1% | +0.4% |
| 30D | +4.5% | -1.7% | +6.1% | +5.6% |
| 3M | +12.5% | +4.7% | +7.7% | +8.8% |
| 6M | +9.3% | +12.5% | -3.2% | +0.7% |
| YTD | +27.9% | +11.7% | +16.2% | +18.4% |
| 1Y | +38.4% | +17.5% | +20.9% | +23.7% |
| All | +55.4% | +75.5% | -20.1% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling