-84.8%
GCDT vs SPY
+10.2%
-95.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -29.9% | -0.5% | -29.4% | -29.6% |
| 7D | +69.2% | -0.4% | +69.6% | +68.8% |
| 30D | +38.4% | -1.4% | +39.8% | +40.2% |
| 3M | -4.8% | +3.7% | -8.5% | -7.9% |
| 6M | -71.5% | +13.0% | -84.5% | -77.1% |
| All | -84.8% | +10.2% | -95.0% | -87.8% |
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 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