+25.9%
GFS vs SPXS
-26.5%
+52.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.9% | +9.4% | +2.6% |
| 7D | +6.2% | +1.5% | +4.8% | +9.1% |
| 30D | -11.4% | +6.3% | -17.7% | -5.0% |
| 3M | -15.5% | +4.2% | -19.7% | -10.0% |
| 6M | -42.6% | -7.9% | -34.7% | -42.2% |
| YTD | +23.2% | -27.5% | +50.7% | +7.9% |
| All | +25.9% | -26.5% | +52.4% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling