-100.0%
GCDT vs SPY
+11.1%
-111.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -99.6% | -1.6% | -98.1% | -97.1% |
| 7D | -99.6% | -1.6% | -98.1% | -97.1% |
| 30D | -99.8% | -1.0% | -98.8% | -98.4% |
| 3M | -99.8% | -0.3% | -99.5% | -98.4% |
| 6M | -99.9% | +7.3% | -107.2% | -99.3% |
| All | -100.0% | +11.1% | -111.1% | -99.9% |
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