-95.9%
GCTK vs SPY
+20.8%
-116.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.4% | -9.9% | -8.9% |
| 7D | -29.6% | +0.1% | -29.7% | -29.8% |
| 30D | -62.2% | +0.1% | -62.2% | -62.3% |
| 3M | -70.1% | +2.0% | -72.1% | -72.8% |
| 6M | -86.5% | +13.0% | -99.5% | -89.1% |
| YTD | -94.9% | +13.5% | -108.4% | -95.8% |
| 1Y | -95.9% | +20.0% | -115.9% | -94.8% |
| All | -95.9% | +20.8% | -116.8% | -94.8% |
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