-100.0%
GCTK vs SPY
+498.7%
-598.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.4% | -7.1% | -7.3% |
| 7D | -26.0% | +2.6% | -28.6% | -26.8% |
| 30D | -87.5% | -2.0% | -85.5% | -87.2% |
| 3M | -98.0% | -2.8% | -95.2% | -97.9% |
| 6M | -98.9% | +2.1% | -101.1% | -98.9% |
| YTD | -99.8% | +11.5% | -111.3% | -99.8% |
| 1Y | -99.9% | +13.5% | -113.3% | -99.9% |
| 3Y | -100.0% | +77.7% | -177.7% | -100.0% |
| 5Y | -100.0% | +72.6% | -172.6% | -100.0% |
| 10Y | -100.0% | +308.2% | -408.2% | -100.0% |
| All | -100.0% | +498.7% | -598.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling