+2,650.1%
GLW vs SPXS
-100.0%
+2,750.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +6.2% |
| 7D | +3.8% | -0.1% | +3.8% | +3.8% |
| 30D | -1.3% | +0.8% | -2.2% | -0.9% |
| 3M | -21.8% | -4.7% | -17.1% | -21.4% |
| 6M | +6.9% | -29.6% | +36.5% | -2.9% |
| YTD | +77.2% | -29.8% | +107.0% | +62.1% |
| 1Y | +123.2% | -38.9% | +162.2% | +96.0% |
| 3Y | +400.0% | -79.6% | +479.6% | +218.1% |
| 5Y | +342.8% | -85.9% | +428.7% | +189.0% |
| 10Y | +771.4% | -99.5% | +870.9% | +118.9% |
| All | +2,650.1% | -100.0% | +2,750.1% | +46.4% |
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