-34.7%
GFS vs SPXS
-81.6%
+46.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +7.0% | +5.7% |
| 7D | -7.8% | +7.5% | -15.3% | -3.0% |
| 30D | -19.7% | +17.5% | -37.1% | -10.4% |
| 3M | -23.1% | +14.7% | -37.8% | -14.8% |
| 6M | -46.4% | -0.1% | -46.2% | -43.4% |
| YTD | +11.0% | -19.7% | +30.8% | +6.3% |
| 1Y | +12.6% | -23.6% | +36.3% | +5.8% |
| 3Y | -24.9% | -79.2% | +54.2% | -58.3% |
| All | -34.7% | -81.6% | +46.9% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling