+2,029.9%
GLW vs SPXS
-100.0%
+2,129.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.4% |
| 7D | +15.5% | -9.5% | +25.0% | +11.3% |
| 30D | -19.6% | +7.4% | -26.9% | -15.5% |
| 3M | -28.5% | +6.1% | -34.6% | -24.8% |
| 6M | -39.5% | -7.3% | -32.2% | -38.2% |
| YTD | +37.2% | -26.7% | +63.9% | +31.0% |
| 1Y | +35.4% | -26.2% | +61.6% | +30.7% |
| 3Y | +359.7% | -80.3% | +440.0% | +193.2% |
| 5Y | +244.0% | -83.4% | +327.4% | +144.9% |
| 10Y | +556.7% | -99.5% | +656.2% | +71.5% |
| All | +2,029.9% | -100.0% | +2,129.9% | +18.3% |
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