-100.0%
GCTK vs SPY
+76.5%
-176.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.5% | +7.6% | +8.1% |
| 7D | -11.0% | -0.4% | -10.7% | -10.5% |
| 30D | -48.1% | -1.4% | -46.7% | -46.7% |
| 3M | -58.3% | +3.7% | -62.0% | -60.5% |
| 6M | -85.4% | +13.0% | -98.4% | -87.9% |
| YTD | -94.6% | +12.4% | -107.0% | -95.4% |
| 1Y | -95.3% | +18.5% | -113.9% | -96.3% |
| All | -100.0% | +76.5% | -176.5% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling