-99.3%
GTBP vs SPY
+225.0%
-324.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2,381.3% | -1.0% | +2,382.3% | +2,381.1% |
| 7D | +2,013.1% | -0.4% | +2,013.4% | +2,003.4% |
| 30D | +1,762.9% | -1.4% | +1,764.3% | +1,765.9% |
| 3M | +1,330.6% | +3.7% | +1,326.9% | +1,296.2% |
| 6M | +1,334.1% | +13.0% | +1,321.1% | +1,238.2% |
| YTD | +661.8% | +12.4% | +649.4% | +612.3% |
| 1Y | +699.5% | +18.5% | +680.9% | +631.1% |
| 3Y | -26.2% | +77.6% | -103.8% | -45.7% |
| 5Y | -97.6% | +81.7% | -179.3% | -98.3% |
| All | -99.3% | +225.0% | -324.3% | -99.4% |
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 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