+30.8%
GBTG vs SPY
+87.3%
-56.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | -0.1% | -2.0% | +1.9% | +1.4% |
| 30D | +0.4% | -1.7% | +2.1% | +1.6% |
| 3M | +1.5% | +4.7% | -3.2% | -2.2% |
| 6M | +72.1% | +12.5% | +59.5% | +56.1% |
| YTD | +23.9% | +11.7% | +12.2% | +13.3% |
| 1Y | +19.5% | +17.5% | +2.1% | +5.2% |
| 3Y | +71.7% | +76.6% | -4.8% | +20.4% |
| All | +30.8% | +87.3% | -56.5% | -12.4% |
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