+33.1%
GDDY vs SPXS
-79.6%
+112.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +1.2% |
| 7D | -3.2% | +2.5% | -5.7% | -2.6% |
| 30D | +6.8% | +4.2% | +2.6% | +8.0% |
| 3M | +30.5% | -9.3% | +39.8% | +27.9% |
| 6M | +13.3% | -30.7% | +44.0% | +4.1% |
| YTD | -21.0% | -28.1% | +7.1% | -26.4% |
| 1Y | -34.0% | -35.1% | +1.1% | -40.0% |
| 3Y | +33.1% | -79.6% | +112.6% | -11.3% |
| All | +33.1% | -79.6% | +112.7% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling