-56.6%
GTIM vs SPY
+318.9%
-375.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.9% |
| 7D | -1.3% | -2.0% | +0.7% | +0.2% |
| 30D | +1.4% | -1.7% | +3.0% | +2.7% |
| 3M | +17.2% | +4.7% | +12.5% | +13.0% |
| 6M | +26.1% | +12.5% | +13.5% | +14.9% |
| YTD | +24.0% | +11.7% | +12.2% | +13.6% |
| 1Y | -9.6% | +17.5% | -27.1% | -20.5% |
| 3Y | -45.5% | +76.6% | -122.0% | -65.6% |
| 5Y | -71.0% | +82.0% | -153.1% | -82.5% |
| All | -56.6% | +318.9% | -375.5% | -85.9% |
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 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