-72.1%
GTM vs SPY
+78.0%
-150.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -3.1% |
| 7D | -18.6% | +0.1% | -18.6% | -17.8% |
| 30D | -9.5% | -3.3% | -6.2% | -4.2% |
| 3M | -16.0% | -2.4% | -13.6% | -12.2% |
| 6M | -45.0% | +2.6% | -47.5% | -46.7% |
| YTD | -65.5% | +11.2% | -76.7% | -70.3% |
| 1Y | -66.8% | +13.4% | -80.2% | -72.3% |
| 3Y | -72.1% | +79.9% | -152.0% | -88.1% |
| All | -72.1% | +78.0% | -150.1% | -88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling