-91.3%
GTEC vs SPY
+74.6%
-166.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.1% | -6.8% |
| 7D | -3.5% | -0.9% | -2.5% | -2.9% |
| 30D | -30.0% | -2.4% | -27.6% | -28.8% |
| 3M | -9.4% | -1.2% | -8.2% | -8.6% |
| 6M | -12.1% | +3.3% | -15.4% | -14.0% |
| YTD | -18.1% | +12.3% | -30.4% | -24.8% |
| 1Y | -57.5% | +12.4% | -69.9% | -61.0% |
| 3Y | -82.1% | +78.8% | -160.9% | -88.0% |
| 5Y | -91.3% | +75.2% | -166.5% | -93.7% |
| All | -91.3% | +74.6% | -166.0% | -93.7% |
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