+324.7%
GCT vs SPY
+86.9%
+237.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.3% |
| 7D | +14.2% | +2.6% | +11.6% | +10.6% |
| 30D | +15.4% | -2.0% | +17.4% | +17.7% |
| 3M | +25.2% | -2.8% | +28.0% | +29.1% |
| 6M | +74.9% | +2.1% | +72.7% | +69.6% |
| YTD | +69.6% | +11.5% | +58.1% | +48.3% |
| 1Y | +112.8% | +13.5% | +99.3% | +82.0% |
| 3Y | +629.0% | +77.7% | +551.3% | +363.1% |
| All | +324.7% | +86.9% | +237.8% | +145.7% |
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