-89.1%
GTEC vs SPY
+202.5%
-291.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.7% | -1.9% |
| 7D | +9.9% | -0.8% | +10.7% | +9.9% |
| 30D | +64.3% | -1.1% | +65.4% | +64.3% |
| 3M | +59.6% | +3.9% | +55.7% | +59.6% |
| 6M | +45.6% | +13.6% | +32.0% | +45.7% |
| YTD | +71.3% | +12.7% | +58.6% | +71.4% |
| 1Y | -22.2% | +17.5% | -39.7% | -22.1% |
| 3Y | -73.0% | +76.9% | -149.9% | -71.5% |
| 5Y | -84.6% | +83.6% | -168.2% | -84.3% |
| All | -89.1% | +202.5% | -291.6% | -80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling