+1,002.2%
GD vs SPXS
-100.0%
+1,102.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.4% |
| 7D | -5.3% | -0.1% | -5.2% | -5.2% |
| 30D | -6.4% | +0.8% | -7.3% | -6.1% |
| 3M | +5.7% | -4.7% | +10.4% | +4.8% |
| 6M | -0.9% | -29.6% | +28.7% | -9.2% |
| YTD | +8.2% | -29.8% | +38.0% | -0.6% |
| 1Y | +13.4% | -38.9% | +52.4% | +1.0% |
| 3Y | +68.5% | -79.6% | +148.1% | +17.9% |
| 5Y | +97.2% | -85.9% | +183.1% | +38.6% |
| 10Y | +190.2% | -99.5% | +289.7% | -0.9% |
| All | +1,002.2% | -100.0% | +1,102.2% | +31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling