+195.8%
GTX vs SPY
+78.1%
+117.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.5% |
| 7D | +3.7% | +2.6% | +1.1% | +0.9% |
| 30D | -17.6% | -2.0% | -15.7% | -15.8% |
| 3M | -27.0% | -2.8% | -24.2% | -24.7% |
| 6M | -33.0% | +2.1% | -35.2% | -34.4% |
| YTD | +20.9% | +11.5% | +9.4% | +9.2% |
| 1Y | +24.1% | +13.5% | +10.6% | +10.2% |
| 3Y | +195.8% | +77.7% | +118.1% | +71.7% |
| All | +195.8% | +78.1% | +117.7% | +71.7% |
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 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