-81.5%
GCTS vs SPY
+72.4%
-154.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.8% |
| 7D | +4.0% | +0.5% | +3.5% | +3.4% |
| 30D | -29.0% | -0.9% | -28.1% | -28.2% |
| 3M | -28.5% | +3.9% | -32.3% | -30.4% |
| 6M | +67.6% | +14.5% | +53.1% | +49.0% |
| YTD | +50.8% | +12.9% | +37.9% | +35.3% |
| 1Y | +36.1% | +19.4% | +16.7% | +15.6% |
| 3Y | -82.9% | +78.5% | -161.4% | -87.8% |
| All | -81.5% | +72.4% | -154.0% | -86.8% |
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