-94.9%
GTEC vs SPY
+199.3%
-294.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -3.9% | +2.6% | -6.5% | -4.0% |
| 30D | -26.4% | -2.0% | -24.4% | -26.4% |
| 3M | -31.9% | -2.8% | -29.2% | -31.9% |
| 6M | -10.4% | +2.1% | -12.6% | -10.4% |
| YTD | -20.1% | +11.5% | -31.6% | -20.0% |
| 1Y | -57.0% | +13.5% | -70.5% | -57.0% |
| 3Y | -83.3% | +77.7% | -161.0% | -82.3% |
| 5Y | -91.6% | +72.6% | -164.2% | -91.7% |
| All | -94.9% | +199.3% | -294.2% | -90.7% |
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 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