-88.1%
GCTS vs SPY
+78.1%
-166.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.4% | -17.8% | -17.3% |
| 7D | +8.6% | +2.6% | +6.0% | +3.5% |
| 30D | -28.8% | -2.0% | -26.8% | -24.0% |
| 3M | -41.1% | -2.8% | -38.3% | -35.8% |
| 6M | -13.1% | +2.1% | -15.2% | -13.3% |
| YTD | +5.0% | +11.5% | -6.5% | -14.0% |
| 1Y | -0.8% | +13.5% | -14.2% | -22.5% |
| 3Y | -88.1% | +77.7% | -165.8% | -97.0% |
| All | -88.1% | +78.1% | -166.1% | -97.0% |
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