-79.4%
GDTC vs SPY
+78.1%
-157.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -3.5% | +2.6% | -6.1% | -4.7% |
| 30D | -3.6% | -2.0% | -1.6% | -2.7% |
| 3M | -1.9% | -2.8% | +0.9% | -0.6% |
| 6M | +9.8% | +2.1% | +7.7% | +8.0% |
| YTD | -37.9% | +11.5% | -49.4% | -42.1% |
| 1Y | -56.8% | +13.5% | -70.3% | -60.3% |
| 3Y | -79.4% | +77.7% | -157.1% | -85.1% |
| All | -79.4% | +78.1% | -157.5% | -85.1% |
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 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