-23.5%
GNSS vs SPY
+307.0%
-330.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | 0.0% | +2.6% | -2.6% | -1.7% |
| 30D | +12.0% | -2.0% | +14.0% | +13.6% |
| 3M | -18.1% | -2.8% | -15.3% | -16.5% |
| 6M | -24.3% | +2.1% | -26.5% | -25.3% |
| YTD | -34.9% | +11.5% | -46.4% | -39.2% |
| 1Y | -38.3% | +13.5% | -51.8% | -43.1% |
| 3Y | -13.0% | +77.7% | -90.7% | -38.8% |
| 5Y | -73.5% | +72.6% | -146.1% | -81.2% |
| All | -23.5% | +307.0% | -330.5% | -72.1% |
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 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