-20.7%
GNTX vs SPY
+82.3%
-103.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.2% |
| 7D | -1.5% | -0.8% | -0.7% | -0.9% |
| 30D | -2.6% | -1.1% | -1.5% | -1.8% |
| 3M | -10.9% | +3.9% | -14.7% | -13.6% |
| 6M | +6.5% | +13.6% | -7.1% | -4.0% |
| YTD | -0.5% | +12.7% | -13.2% | -9.8% |
| 1Y | -18.2% | +17.5% | -35.7% | -28.4% |
| 3Y | -25.3% | +76.9% | -102.2% | -54.9% |
| All | -20.7% | +82.3% | -103.0% | -53.7% |
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