-82.8%
GCTS vs SPY
+76.5%
-159.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +1.5% |
| 7D | +5.2% | -0.4% | +5.6% | +5.9% |
| 30D | -25.7% | -1.4% | -24.3% | -23.4% |
| 3M | -29.5% | +3.7% | -33.2% | -33.3% |
| 6M | +70.1% | +13.0% | +57.1% | +35.6% |
| YTD | +51.7% | +12.4% | +39.3% | +20.7% |
| 1Y | +27.3% | +18.5% | +8.7% | -10.5% |
| All | -82.8% | +76.5% | -159.4% | -94.4% |
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