-81.0%
GCTS vs SPY
+70.6%
-151.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.8% |
| 7D | +6.3% | -2.0% | +8.3% | +8.5% |
| 30D | -8.8% | -1.7% | -7.2% | -7.2% |
| 3M | -24.7% | +4.7% | -29.4% | -27.3% |
| 6M | +64.6% | +12.5% | +52.1% | +48.9% |
| YTD | +55.0% | +11.7% | +43.3% | +40.5% |
| 1Y | +24.0% | +17.5% | +6.5% | +7.0% |
| 3Y | -82.4% | +76.6% | -159.0% | -87.4% |
| All | -81.0% | +70.6% | -151.6% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling