-19.9%
GFS vs SPXS
-80.8%
+60.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +2.3% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | -8.6% | +0.8% | -9.4% | -7.8% |
| 3M | -46.5% | -4.7% | -41.8% | -46.6% |
| 6M | -4.8% | -29.6% | +24.8% | -18.4% |
| YTD | +29.7% | -29.8% | +59.5% | +11.8% |
| 1Y | +35.8% | -38.9% | +74.8% | +9.9% |
| All | -19.9% | -80.8% | +60.8% | -57.8% |
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