-78.5%
GDTC vs SPY
+94.4%
-172.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | -6.4% | +0.1% | -6.5% | -6.5% |
| 30D | +2.5% | +0.1% | +2.4% | +2.4% |
| 3M | -27.0% | +2.0% | -29.0% | -28.0% |
| 6M | -18.8% | +13.0% | -31.8% | -24.8% |
| YTD | -35.5% | +13.5% | -49.1% | -40.6% |
| 1Y | -54.7% | +20.0% | -74.7% | -59.8% |
| 3Y | -75.3% | +77.2% | -152.4% | -83.9% |
| All | -78.5% | +94.4% | -172.9% | -86.7% |
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