+93.8%
GD vs SPXS
-81.6%
+175.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.8% |
| 7D | -5.0% | +7.5% | -12.5% | -3.6% |
| 30D | +8.9% | +17.5% | -8.6% | +12.3% |
| 3M | -8.0% | +14.7% | -22.7% | -5.5% |
| 6M | +2.9% | -0.1% | +3.0% | +3.5% |
| YTD | +7.1% | -19.7% | +26.8% | +4.0% |
| 1Y | +5.9% | -23.6% | +29.5% | +2.2% |
| 3Y | +53.9% | -79.2% | +133.0% | +21.8% |
| All | +93.8% | -81.6% | +175.4% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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