+47.9%
GTEK vs SPY
+18.1%
+29.8%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +0.4% |
| 7D | +0.2% | -0.8% | +0.9% | +1.7% |
| 30D | -4.2% | -1.1% | -3.1% | -2.1% |
| 3M | -3.0% | +3.9% | -6.9% | -9.6% |
| 6M | +35.2% | +13.6% | +21.6% | +8.2% |
| YTD | +42.3% | +12.7% | +29.6% | +16.0% |
| 1Y | +47.9% | +17.5% | +30.4% | +12.4% |
| All | +47.9% | +18.1% | +29.8% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling