-99.9%
GNS vs SPY
+82.3%
-182.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.1% |
| 7D | -2.9% | -0.4% | -2.5% | -2.2% |
| 30D | +6.3% | -1.4% | +7.6% | +8.5% |
| 3M | -25.8% | +3.7% | -29.5% | -29.5% |
| 6M | -60.9% | +13.0% | -73.9% | -67.2% |
| YTD | -70.4% | +12.4% | -82.8% | -74.8% |
| 1Y | -79.4% | +18.5% | -97.9% | -83.5% |
| 3Y | -98.6% | +77.6% | -176.2% | -99.3% |
| All | -99.9% | +82.3% | -182.3% | -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