-25.2%
GIS vs SPXS
-85.4%
+60.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.0% |
| 7D | -8.4% | +6.4% | -14.8% | -8.2% |
| 30D | -5.2% | +6.0% | -11.2% | -5.0% |
| 3M | +8.2% | -11.6% | +19.8% | +7.8% |
| 6M | -12.0% | -28.7% | +16.7% | -12.9% |
| YTD | -18.9% | -26.3% | +7.4% | -19.6% |
| 1Y | -23.6% | -34.9% | +11.3% | -24.7% |
| 3Y | -37.6% | -79.5% | +41.8% | -41.8% |
| 5Y | -25.2% | -85.9% | +60.7% | -31.3% |
| All | -25.2% | -85.4% | +60.2% | -31.3% |
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