-99.9%
GNS vs SPY
+81.2%
-181.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.1% |
| 7D | -12.2% | -2.0% | -10.2% | -9.8% |
| 30D | +9.3% | -1.7% | +10.9% | +12.0% |
| 3M | -27.3% | +4.7% | -32.0% | -31.9% |
| 6M | -57.7% | +12.5% | -70.2% | -64.3% |
| YTD | -71.3% | +11.7% | -83.0% | -75.4% |
| 1Y | -77.7% | +17.5% | -95.2% | -81.9% |
| 3Y | -98.6% | +76.6% | -175.2% | -99.3% |
| All | -99.9% | +81.2% | -181.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling