-79.3%
GDTC vs SPY
+90.9%
-170.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -3.5% | +2.6% | -6.1% | -4.8% |
| 30D | -3.6% | -2.0% | -1.6% | -2.7% |
| 3M | -1.9% | -2.8% | +0.9% | -0.5% |
| 6M | +9.8% | +2.1% | +7.7% | +7.9% |
| YTD | -37.9% | +11.5% | -49.4% | -42.3% |
| 1Y | -56.8% | +13.5% | -70.3% | -60.4% |
| 3Y | -79.4% | +77.7% | -157.1% | -86.8% |
| All | -79.3% | +90.9% | -170.1% | -87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling