-99.9%
GNS vs SPY
+82.8%
-182.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -3.6% |
| 7D | -11.0% | -0.8% | -10.3% | -10.1% |
| 30D | +6.6% | -1.1% | +7.7% | +8.4% |
| 3M | -25.5% | +3.9% | -29.3% | -29.3% |
| 6M | -56.1% | +13.6% | -69.7% | -63.5% |
| YTD | -72.0% | +12.7% | -84.7% | -76.2% |
| 1Y | -82.1% | +17.5% | -99.6% | -85.5% |
| 3Y | -98.6% | +76.9% | -175.5% | -99.3% |
| All | -99.9% | +82.8% | -182.7% | -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 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