-90.1%
GTEC vs SPY
+204.8%
-294.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +7.2% | +0.1% | +7.1% | +7.2% |
| 30D | +77.5% | +0.1% | +77.5% | +77.5% |
| 3M | +44.7% | +2.0% | +42.7% | +44.7% |
| 6M | +25.8% | +13.0% | +12.8% | +25.9% |
| YTD | +55.8% | +13.5% | +42.2% | +55.8% |
| 1Y | -28.0% | +20.0% | -47.9% | -27.8% |
| 3Y | -72.2% | +77.2% | -149.3% | -70.6% |
| 5Y | -86.1% | +81.9% | -168.0% | -86.0% |
| All | -90.1% | +204.8% | -294.9% | -81.9% |
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