-93.9%
GTM vs SPY
+81.8%
-175.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.0% | -4.7% |
| 7D | -5.3% | +0.5% | -5.9% | -6.2% |
| 30D | -6.7% | -0.9% | -5.8% | -5.0% |
| 3M | +36.8% | +3.9% | +33.0% | +27.7% |
| 6M | -40.5% | +14.5% | -55.1% | -53.3% |
| YTD | -61.7% | +12.9% | -74.6% | -69.0% |
| 1Y | -63.4% | +19.4% | -82.7% | -73.1% |
| 3Y | -77.8% | +78.5% | -156.3% | -92.0% |
| 5Y | -93.9% | +81.8% | -175.6% | -97.6% |
| All | -93.9% | +81.8% | -175.6% | -97.6% |
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