-99.8%
GCTK vs SPY
+14.6%
-114.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.7% | -14.3% | -20.0% |
| 7D | -80.5% | -0.7% | -79.8% | -78.8% |
| 30D | -82.0% | -1.0% | -80.9% | -79.6% |
| 3M | -97.8% | -0.3% | -97.4% | -97.6% |
| 6M | -98.2% | +7.3% | -105.5% | -98.4% |
| YTD | -99.7% | +13.3% | -113.0% | -99.7% |
| 1Y | -99.8% | +14.8% | -114.6% | -99.8% |
| All | -99.8% | +14.6% | -114.4% | -99.8% |
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 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