+98.3%
GCAD vs SPY
+101.2%
-2.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.3% |
| 7D | -3.0% | -2.7% | -0.3% | -0.9% |
| 30D | -0.5% | -5.4% | +4.9% | +4.1% |
| 3M | -15.5% | -4.1% | -11.5% | -12.6% |
| 6M | -9.7% | +0.7% | -10.4% | -10.3% |
| YTD | +2.1% | +8.7% | -6.6% | -4.8% |
| 1Y | +7.4% | +10.9% | -3.5% | -1.5% |
| 3Y | +93.9% | +75.0% | +18.9% | +26.4% |
| All | +98.3% | +101.2% | -2.9% | +17.6% |
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