+281.9%
GTX vs SPY
+82.3%
+199.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.9% |
| 7D | -1.3% | -0.8% | -0.5% | -0.6% |
| 30D | -5.6% | -1.1% | -4.5% | -4.8% |
| 3M | -17.1% | +3.9% | -20.9% | -19.3% |
| 6M | +53.3% | +13.6% | +39.7% | +40.1% |
| YTD | +60.0% | +12.7% | +47.3% | +47.2% |
| 1Y | +109.7% | +17.5% | +92.2% | +87.6% |
| 3Y | +275.8% | +76.9% | +198.9% | +160.7% |
| All | +281.9% | +82.3% | +199.6% | +156.3% |
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