-79.1%
GDTC vs SPY
+89.7%
-168.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | -8.1% | -0.6% | -7.6% | -8.0% |
| 30D | -6.1% | -3.7% | -2.4% | -4.3% |
| 3M | +4.5% | -2.7% | +7.2% | +5.9% |
| 6M | +7.2% | +2.2% | +5.0% | +5.2% |
| YTD | -37.4% | +10.8% | -48.2% | -41.7% |
| 1Y | -57.6% | +11.2% | -68.8% | -60.6% |
| 3Y | -79.3% | +76.5% | -155.8% | -86.7% |
| All | -79.1% | +89.7% | -168.8% | -86.9% |
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