+232.7%
GCT vs SPY
+89.3%
+143.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.6% |
| 7D | +10.2% | +0.5% | +9.6% | +9.4% |
| 30D | -2.0% | -0.9% | -1.0% | -0.6% |
| 3M | +64.6% | +3.9% | +60.7% | +57.0% |
| 6M | +22.1% | +14.5% | +7.6% | +3.9% |
| YTD | +32.9% | +12.9% | +20.0% | +15.1% |
| 1Y | +89.4% | +19.4% | +70.0% | +54.3% |
| 3Y | +218.3% | +78.5% | +139.8% | +100.0% |
| All | +232.7% | +89.3% | +143.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling