-96.5%
GCTK vs SPY
+18.1%
-114.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.1% | +0.9% | -21.9% | -23.8% |
| 7D | -14.4% | -0.8% | -13.7% | -13.0% |
| 30D | -54.9% | -1.1% | -53.8% | -53.7% |
| 3M | -58.5% | +3.9% | -62.4% | -63.4% |
| 6M | -87.3% | +13.6% | -100.9% | -89.9% |
| YTD | -95.6% | +12.7% | -108.3% | -96.4% |
| 1Y | -96.5% | +17.5% | -114.0% | -96.3% |
| All | -96.5% | +18.1% | -114.6% | -96.3% |
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