-79.0%
GDTC vs SPY
+92.2%
-171.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.2% |
| 7D | -5.5% | -0.9% | -4.6% | -5.1% |
| 30D | +3.6% | -2.4% | +5.9% | +4.8% |
| 3M | -0.4% | -1.2% | +0.8% | +0.1% |
| 6M | +3.8% | +3.3% | +0.5% | +1.4% |
| YTD | -37.1% | +12.3% | -49.4% | -41.8% |
| 1Y | -56.9% | +12.4% | -69.4% | -60.2% |
| 3Y | -79.2% | +78.8% | -158.0% | -86.7% |
| All | -79.0% | +92.2% | -171.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling