-91.0%
GCDT vs SPY
+11.8%
-102.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | -0.6% |
| 7D | -10.4% | +0.3% | -10.6% | -10.7% |
| 30D | -7.3% | +0.2% | -7.6% | -7.4% |
| 3M | -51.9% | +2.8% | -54.7% | -51.9% |
| 6M | -82.8% | +14.3% | -97.1% | -86.3% |
| All | -91.0% | +11.8% | -102.7% | -92.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling