+86.2%
GNT vs SPY
+666.2%
-580.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -1.4% | +2.6% | -4.0% | -3.0% |
| 30D | +3.2% | -2.0% | +5.2% | +4.5% |
| 3M | -0.6% | -2.8% | +2.2% | +1.1% |
| 6M | +5.7% | +2.1% | +3.5% | +3.9% |
| YTD | +23.0% | +11.5% | +11.5% | +14.4% |
| 1Y | +33.7% | +13.5% | +20.2% | +22.9% |
| 3Y | +130.3% | +77.7% | +52.6% | +56.3% |
| 5Y | +124.2% | +72.6% | +51.6% | +52.9% |
| 10Y | +174.7% | +308.2% | -133.5% | +1.0% |
| All | +86.2% | +666.2% | -580.1% | -58.1% |
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 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