+17.5%
GFS vs SPXS
-26.8%
+44.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -7.0% | +11.9% | -0.3% |
| 7D | -3.1% | -1.5% | -1.6% | -3.0% |
| 30D | -16.0% | +9.6% | -25.7% | -8.1% |
| 3M | -24.7% | +8.5% | -33.2% | -17.6% |
| 6M | -45.1% | -5.8% | -39.4% | -43.8% |
| YTD | +16.5% | -25.4% | +41.8% | +4.0% |
| All | +17.5% | -26.8% | +44.3% | +6.0% |
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