+23.2%
GH vs SPXS
-85.4%
+108.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -1.3% |
| 7D | -1.2% | +6.4% | -7.6% | +2.2% |
| 30D | -3.7% | +6.0% | -9.7% | -0.5% |
| 3M | +21.7% | -11.6% | +33.3% | +14.5% |
| 6M | +75.7% | -28.7% | +104.5% | +50.2% |
| YTD | +55.7% | -26.3% | +82.0% | +37.0% |
| 1Y | +181.1% | -34.9% | +216.0% | +131.3% |
| 3Y | +371.6% | -79.5% | +451.1% | +133.6% |
| 5Y | +23.2% | -85.9% | +109.1% | -29.2% |
| All | +23.2% | -85.4% | +108.6% | -29.2% |
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