-87.9%
GTM vs SPY
+170.0%
-257.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.8% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | +12.8% | +0.1% | +12.8% | +12.9% |
| 3M | +36.3% | +2.0% | +34.3% | +31.4% |
| 6M | -33.8% | +13.0% | -46.8% | -46.0% |
| YTD | -59.4% | +13.5% | -72.9% | -67.0% |
| 1Y | -59.2% | +20.0% | -79.2% | -69.6% |
| 3Y | -77.8% | +77.2% | -155.0% | -91.1% |
| 5Y | -93.8% | +81.9% | -175.7% | -97.5% |
| All | -87.9% | +170.0% | -257.9% | -96.6% |
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 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