+230.7%
GCT vs SPY
+88.4%
+142.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | 0.0% |
| 7D | +2.7% | -0.4% | +3.1% | +3.2% |
| 30D | +0.4% | -1.4% | +1.8% | +2.4% |
| 3M | +58.6% | +3.7% | +54.9% | +51.6% |
| 6M | +17.7% | +13.0% | +4.7% | +1.8% |
| YTD | +32.1% | +12.4% | +19.7% | +15.1% |
| 1Y | +73.7% | +18.5% | +55.2% | +42.8% |
| 3Y | +216.3% | +77.6% | +138.7% | +100.0% |
| All | +230.7% | +88.4% | +142.2% | +90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling