+248.5%
GLDM vs SPXS
-98.9%
+347.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.8% |
| 7D | -0.5% | -0.1% | -0.5% | -0.5% |
| 30D | +4.4% | +0.8% | +3.6% | +4.4% |
| 3M | -1.1% | -4.7% | +3.7% | -1.1% |
| 6M | -13.7% | -29.6% | +16.0% | -14.4% |
| YTD | +2.8% | -29.8% | +32.6% | +1.9% |
| 1Y | +24.8% | -38.9% | +63.8% | +23.5% |
| 3Y | +127.8% | -79.6% | +207.4% | +121.2% |
| 5Y | +141.1% | -85.9% | +227.1% | +133.3% |
| All | +248.5% | -98.9% | +347.4% | +226.2% |
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