+165.2%
GNSS vs SPY
+3,040.4%
-2,875.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -16.2% | +0.1% | -16.2% | -16.2% |
| 3M | -26.8% | +2.0% | -28.8% | -27.4% |
| 6M | -23.7% | +13.0% | -36.7% | -27.8% |
| YTD | -32.6% | +13.5% | -46.1% | -36.2% |
| 1Y | -27.5% | +20.0% | -47.5% | -33.1% |
| 3Y | -58.3% | +77.2% | -135.5% | -67.4% |
| 5Y | -73.3% | +81.9% | -155.2% | -79.5% |
| 10Y | -20.8% | +314.1% | -334.8% | -56.2% |
| All | +165.2% | +3,040.4% | -2,875.2% | +310.5% |
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