-78.3%
GDTC vs SPY
+78.0%
-156.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -1.2% |
| 7D | -5.6% | +0.1% | -5.7% | -5.8% |
| 30D | -3.5% | -3.3% | -0.2% | -1.9% |
| 3M | +4.6% | -2.4% | +7.0% | +5.8% |
| 6M | +10.1% | +2.6% | +7.6% | +8.0% |
| YTD | -35.7% | +11.2% | -46.9% | -40.0% |
| 1Y | -54.3% | +13.4% | -67.7% | -58.0% |
| 3Y | -78.3% | +79.9% | -158.2% | -85.0% |
| All | -78.3% | +78.0% | -156.3% | -85.0% |
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