-92.4%
GNTA vs SPY
+75.9%
-168.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.7% |
| 7D | -12.4% | -0.8% | -11.6% | -12.1% |
| 30D | -35.3% | -1.1% | -34.2% | -35.0% |
| 3M | -56.2% | +3.9% | -60.1% | -57.0% |
| 6M | -4.4% | +13.6% | -18.0% | -9.8% |
| YTD | -43.6% | +12.7% | -56.2% | -46.4% |
| 1Y | -69.4% | +17.5% | -86.9% | -71.4% |
| 3Y | -85.7% | +76.9% | -162.6% | -88.9% |
| All | -92.4% | +75.9% | -168.2% | -94.1% |
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