-99.0%
GTBP vs SPY
+225.8%
-324.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.3% | +0.9% | +38.5% | +39.5% |
| 7D | +3,472.6% | -0.8% | +3,473.4% | +3,472.3% |
| 30D | +2,751.0% | -1.1% | +2,752.1% | +2,754.4% |
| 3M | +1,879.3% | +3.9% | +1,875.4% | +1,832.3% |
| 6M | +1,856.8% | +13.6% | +1,843.2% | +1,723.2% |
| YTD | +996.8% | +12.7% | +984.1% | +925.6% |
| 1Y | +1,055.7% | +17.5% | +1,038.2% | +963.1% |
| 3Y | +14.8% | +76.9% | -62.1% | -15.2% |
| 5Y | -96.5% | +83.6% | -180.1% | -97.5% |
| All | -99.0% | +225.8% | -324.8% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling