+218.2%
GLD vs SPXS
-99.5%
+317.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +1.0% |
| 7D | +0.1% | +1.2% | -1.1% | +0.2% |
| 30D | +0.2% | +5.2% | -5.0% | +0.4% |
| 3M | +3.2% | -9.2% | +12.4% | +3.0% |
| 6M | -14.6% | -29.6% | +15.0% | -15.3% |
| YTD | +1.8% | -27.6% | +29.4% | +1.1% |
| 1Y | +20.7% | -36.7% | +57.5% | +19.6% |
| 3Y | +126.5% | -79.8% | +206.3% | +120.2% |
| 5Y | +140.0% | -85.9% | +225.9% | +132.7% |
| 10Y | +218.2% | -99.5% | +317.8% | +217.5% |
| All | +218.2% | -99.5% | +317.7% | +217.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling