+99.9%
GCAD vs SPY
+78.7%
+21.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | +6.2% | +3.3% | +2.9% | +3.3% |
| 30D | +3.6% | -2.7% | +6.3% | +6.0% |
| 3M | -13.6% | -1.7% | -11.9% | -12.4% |
| 6M | -5.2% | +3.1% | -8.3% | -7.7% |
| YTD | +6.6% | +11.9% | -5.2% | -3.3% |
| 1Y | +11.7% | +12.0% | -0.3% | +1.2% |
| All | +99.9% | +78.7% | +21.2% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling