-94.8%
GTEC vs SPY
+201.4%
-296.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.1% | -5.8% |
| 7D | -3.5% | -0.9% | -2.5% | -3.4% |
| 30D | -30.0% | -2.4% | -27.6% | -30.0% |
| 3M | -9.4% | -1.2% | -8.2% | -9.4% |
| 6M | -12.1% | +3.3% | -15.4% | -12.1% |
| YTD | -18.1% | +12.3% | -30.4% | -18.0% |
| 1Y | -57.5% | +12.4% | -69.9% | -57.4% |
| 3Y | -82.1% | +78.8% | -160.9% | -81.0% |
| 5Y | -91.3% | +75.2% | -166.5% | -91.4% |
| All | -94.8% | +201.4% | -296.3% | -90.5% |
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