+50.4%
GTX vs SPY
+199.1%
-148.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.7% |
| 7D | +5.2% | +0.1% | +5.1% | +5.1% |
| 30D | -10.7% | +0.1% | -10.7% | -10.7% |
| 3M | -14.6% | +2.0% | -16.6% | -16.0% |
| 6M | +44.1% | +13.0% | +31.1% | +29.6% |
| YTD | +62.0% | +13.5% | +48.4% | +45.3% |
| 1Y | +115.3% | +20.0% | +95.3% | +83.8% |
| 3Y | +276.1% | +77.2% | +198.9% | +125.7% |
| 5Y | +299.0% | +81.9% | +217.1% | +128.9% |
| All | +50.4% | +199.1% | -148.7% | -49.5% |
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