-82.5%
GT vs SPY
+3,056.6%
-3,139.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.8% |
| 7D | -11.6% | -0.9% | -10.7% | -10.9% |
| 30D | -10.5% | -2.4% | -8.1% | -7.9% |
| 3M | -34.0% | -1.2% | -32.8% | -33.3% |
| 6M | -32.4% | +3.3% | -35.7% | -35.8% |
| YTD | -54.1% | +12.3% | -66.4% | -61.0% |
| 1Y | -46.4% | +12.4% | -58.8% | -54.5% |
| 3Y | -68.7% | +78.8% | -147.5% | -85.8% |
| 5Y | -82.9% | +75.2% | -158.0% | -91.5% |
| 10Y | -85.0% | +311.1% | -396.1% | -97.5% |
| All | -82.5% | +3,056.6% | -3,139.1% | -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