-12.3%
GFS vs SPXS
-84.4%
+72.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -7.0% | +11.9% | +0.8% |
| 7D | -3.1% | -1.5% | -1.6% | -2.9% |
| 30D | -16.0% | +9.6% | -25.7% | -9.8% |
| 3M | -24.7% | +8.5% | -33.2% | -19.0% |
| 6M | -45.1% | -5.8% | -39.4% | -44.0% |
| YTD | +16.5% | -25.4% | +41.8% | +7.1% |
| 1Y | +19.3% | -28.8% | +48.2% | +7.7% |
| 3Y | -20.0% | -80.9% | +60.9% | -57.7% |
| 5Y | -32.0% | -83.1% | +51.1% | -50.7% |
| All | -12.3% | -84.4% | +72.0% | -39.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling