+124.1%
GIS vs SPXS
-100.0%
+224.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.4% |
| 7D | -8.3% | -1.5% | -6.7% | -8.4% |
| 30D | +2.2% | +3.7% | -1.5% | +2.6% |
| 3M | +15.7% | -9.6% | +25.3% | +14.6% |
| 6M | -12.0% | -32.4% | +20.4% | -15.5% |
| YTD | -15.0% | -28.7% | +13.7% | -17.8% |
| 1Y | -20.1% | -38.1% | +18.0% | -24.0% |
| 3Y | -34.6% | -80.1% | +45.5% | -44.6% |
| 5Y | -22.8% | -85.9% | +63.1% | -34.5% |
| 10Y | -18.5% | -99.5% | +81.0% | -51.5% |
| All | +124.1% | -100.0% | +224.1% | -15.6% |
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