+405.5%
GH vs SPXS
-98.6%
+504.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.8% |
| 7D | -0.2% | +1.2% | -1.4% | +0.4% |
| 30D | -2.6% | +5.2% | -7.8% | -0.4% |
| 3M | +25.1% | -9.2% | +34.3% | +20.7% |
| 6M | +78.5% | -29.6% | +108.1% | +56.5% |
| YTD | +59.4% | -27.6% | +87.0% | +42.7% |
| 1Y | +173.9% | -36.7% | +210.6% | +131.8% |
| 3Y | +382.7% | -79.8% | +462.6% | +184.2% |
| 5Y | +24.4% | -85.9% | +110.3% | -18.8% |
| All | +405.5% | -98.6% | +504.1% | +103.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling