Not to anyone in general but if you use an Android and don't turn off the all the GPS/Location settings, they know everywhere you've been. I'm sure iOS is just as bad. If you're using Chrome on top of it without any VPNs or anything like that, they have you even more. And it's nothing new. It's been like this since the OG Droid came out. We used to be able to see where our friends were by their location.
You're on the internet, you privacy is basically gone to begin with but if you know what you're doing, you can make it a bit harder for them.