-78.5%
GDTC vs SPY
+86.0%
-164.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.6% |
| 7D | -6.5% | -2.7% | -3.8% | -5.2% |
| 30D | -12.3% | -5.4% | -7.0% | -9.8% |
| 3M | +7.0% | -4.1% | +11.1% | +9.2% |
| 6M | -6.6% | +0.7% | -7.3% | -7.6% |
| YTD | -35.7% | +8.7% | -44.3% | -39.4% |
| 1Y | -57.9% | +10.9% | -68.8% | -60.9% |
| 3Y | -78.8% | +75.0% | -153.8% | -86.4% |
| All | -78.5% | +86.0% | -164.6% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling