-58.4%
GTIM vs SPY
+307.0%
-365.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.0% |
| 7D | +2.4% | +2.6% | -0.2% | +0.5% |
| 30D | -8.0% | -2.0% | -6.0% | -6.7% |
| 3M | -22.1% | -2.8% | -19.3% | -20.5% |
| 6M | +2.4% | +2.1% | +0.3% | +0.5% |
| YTD | +5.0% | +11.5% | -6.5% | -3.7% |
| 1Y | -3.8% | +13.5% | -17.2% | -13.1% |
| 3Y | -49.6% | +77.7% | -127.3% | -68.4% |
| 5Y | -75.0% | +72.6% | -147.6% | -84.1% |
| All | -58.4% | +307.0% | -365.4% | -87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling