+453.2%
GLD vs SPXS
-100.0%
+553.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.4% | -1.7% |
| 7D | +0.7% | -1.5% | +2.3% | +0.7% |
| 30D | +0.3% | +3.7% | -3.4% | +0.4% |
| 3M | +0.6% | -9.6% | +10.2% | +0.4% |
| 6M | -15.6% | -32.4% | +16.8% | -16.2% |
| YTD | +0.9% | -28.7% | +29.5% | +0.2% |
| 1Y | +19.4% | -38.1% | +57.5% | +18.3% |
| 3Y | +124.5% | -80.1% | +204.6% | +118.5% |
| 5Y | +138.9% | -85.9% | +224.8% | +132.3% |
| 10Y | +213.3% | -99.5% | +312.8% | +191.9% |
| All | +453.2% | -100.0% | +553.2% | +346.6% |
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