-96.8%
GTIM vs SPY
+3,045.4%
-3,142.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | +2.4% | +3.3% | -0.9% | +1.0% |
| 30D | -9.7% | -2.7% | -7.0% | -8.7% |
| 3M | -13.3% | -1.7% | -11.6% | -12.7% |
| 6M | +4.0% | +3.1% | +0.9% | +2.6% |
| YTD | +7.4% | +11.9% | -4.5% | +2.5% |
| 1Y | -0.8% | +12.0% | -12.7% | -5.4% |
| 3Y | -48.2% | +78.2% | -126.4% | -59.1% |
| 5Y | -74.4% | +73.2% | -147.6% | -79.6% |
| 10Y | -57.4% | +309.6% | -367.0% | -74.1% |
| All | -96.8% | +3,045.4% | -3,142.2% | -98.7% |
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