-97.5%
GTBP vs SPY
+79.8%
-177.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +2.9% |
| 7D | +2,352.4% | -2.0% | +2,354.4% | +2,351.5% |
| 30D | +1,874.4% | -1.7% | +1,876.1% | +1,864.8% |
| 3M | +1,389.2% | +4.7% | +1,384.4% | +1,298.1% |
| 6M | +1,385.6% | +12.5% | +1,373.1% | +1,206.5% |
| YTD | +687.3% | +11.7% | +675.5% | +595.5% |
| 1Y | +672.5% | +17.5% | +655.0% | +556.8% |
| 3Y | -23.7% | +76.6% | -100.3% | -59.1% |
| 5Y | -97.5% | +82.0% | -179.5% | -98.6% |
| All | -97.5% | +79.8% | -177.3% | -98.6% |
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