-81.8%
GT vs SPY
+3,027.0%
-3,108.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.5% | -7.3% |
| 7D | -5.9% | +0.1% | -5.9% | -6.3% |
| 30D | -10.7% | -3.3% | -7.4% | -6.9% |
| 3M | -35.1% | -2.4% | -32.7% | -33.2% |
| 6M | -35.8% | +2.6% | -38.4% | -38.4% |
| YTD | -52.3% | +11.2% | -63.5% | -58.9% |
| 1Y | -44.8% | +13.4% | -58.2% | -53.7% |
| 3Y | -66.3% | +79.9% | -146.2% | -84.8% |
| 5Y | -82.2% | +72.2% | -154.4% | -91.0% |
| 10Y | -83.9% | +307.3% | -391.2% | -97.3% |
| All | -81.8% | +3,027.0% | -3,108.8% | -99.6% |
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