-70.9%
GNSS vs SPY
+80.9%
-151.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.5% | +8.9% | +8.8% |
| 7D | +7.7% | -0.4% | +8.1% | +7.9% |
| 30D | -6.1% | -1.4% | -4.7% | -5.2% |
| 3M | -17.6% | +3.7% | -21.4% | -19.8% |
| 6M | -12.5% | +13.0% | -25.5% | -19.9% |
| YTD | -28.4% | +12.4% | -40.8% | -34.1% |
| 1Y | -25.2% | +18.5% | -43.8% | -33.6% |
| 3Y | -55.5% | +77.6% | -133.1% | -68.8% |
| All | -70.9% | +80.9% | -151.8% | -79.9% |
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