-89.7%
GTM vs SPY
+164.5%
-254.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -3.4% |
| 7D | -18.6% | +0.1% | -18.6% | -17.9% |
| 30D | -9.5% | -3.3% | -6.2% | -3.7% |
| 3M | -16.0% | -2.4% | -13.6% | -11.9% |
| 6M | -45.0% | +2.6% | -47.5% | -47.0% |
| YTD | -65.5% | +11.2% | -76.7% | -70.8% |
| 1Y | -66.8% | +13.4% | -80.2% | -72.8% |
| 3Y | -72.1% | +79.9% | -152.0% | -89.0% |
| 5Y | -95.3% | +72.2% | -167.4% | -97.9% |
| All | -89.7% | +164.5% | -254.2% | -97.0% |
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