+31.0%
GBTG vs SPY
+89.7%
-58.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -2.7% |
| 7D | +0.5% | +4.3% | -3.8% | -2.7% |
| 30D | +0.5% | +4.3% | -3.8% | -2.7% |
| 3M | +0.5% | +4.3% | -3.8% | -2.7% |
| 6M | +78.2% | +21.4% | +56.9% | +52.7% |
| YTD | +24.2% | +13.1% | +11.0% | +12.7% |
| 1Y | +16.7% | +16.9% | -0.2% | +3.3% |
| 3Y | +73.4% | +85.3% | -11.9% | +19.4% |
| All | +31.0% | +89.7% | -58.6% | -12.9% |
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