-84.5%
GTEC vs SPY
+81.0%
-165.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.2% |
| 7D | +20.0% | -0.4% | +20.3% | +20.2% |
| 30D | +98.1% | -1.4% | +99.5% | +100.0% |
| 3M | +72.6% | +3.7% | +68.9% | +68.0% |
| 6M | +46.6% | +13.0% | +33.6% | +34.1% |
| YTD | +74.6% | +12.4% | +62.2% | +59.7% |
| 1Y | -15.7% | +18.5% | -34.3% | -25.8% |
| 3Y | -76.2% | +77.6% | -153.8% | -84.3% |
| 5Y | -84.5% | +81.7% | -166.2% | -89.7% |
| All | -84.5% | +81.0% | -165.5% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling