-78.0%
GDTC vs SPY
+85.5%
-163.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | +1.4% |
| 7D | -2.3% | -4.7% | +2.4% | +0.1% |
| 30D | -5.4% | -5.9% | +0.5% | -2.3% |
| 3M | +4.8% | -4.5% | +9.3% | +7.3% |
| 6M | -4.3% | +1.8% | -6.1% | -5.9% |
| YTD | -34.1% | +8.3% | -42.4% | -37.8% |
| 1Y | -58.3% | +9.3% | -67.6% | -60.9% |
| 3Y | -78.3% | +74.9% | -153.1% | -86.0% |
| All | -78.0% | +85.5% | -163.5% | -86.1% |
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 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