-74.1%
GTIM vs SPY
+74.6%
-148.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.3% | +3.4% | +4.0% |
| 7D | +0.8% | -0.9% | +1.7% | +1.3% |
| 30D | -8.3% | -2.4% | -6.0% | -7.2% |
| 3M | -10.8% | -1.2% | -9.7% | -10.3% |
| 6M | +4.8% | +3.3% | +1.5% | +2.7% |
| YTD | +9.1% | +12.3% | -3.2% | +1.9% |
| 1Y | -0.8% | +12.4% | -13.2% | -7.4% |
| 3Y | -47.4% | +78.8% | -126.2% | -62.7% |
| 5Y | -74.1% | +75.2% | -149.3% | -82.6% |
| All | -74.1% | +74.6% | -148.7% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling