+174.2%
GNT vs SPY
+322.5%
-148.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.2% |
| 7D | -1.2% | -0.8% | -0.4% | -0.7% |
| 30D | +1.0% | -1.1% | +2.1% | +1.6% |
| 3M | +12.0% | +3.9% | +8.2% | +9.4% |
| 6M | +10.2% | +13.6% | -3.5% | +1.8% |
| YTD | +29.0% | +12.7% | +16.3% | +19.8% |
| 1Y | +41.0% | +17.5% | +23.5% | +27.6% |
| 3Y | +124.3% | +76.9% | +47.4% | +55.9% |
| 5Y | +146.3% | +83.6% | +62.7% | +64.7% |
| All | +174.2% | +322.5% | -148.2% | +14.5% |
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 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