-70.7%
GLXU vs SPY
+22.8%
-93.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | +2.1% |
| 7D | +27.2% | +0.1% | +27.1% | +27.7% |
| 30D | +78.4% | +0.1% | +78.4% | +80.3% |
| 3M | -36.6% | +2.0% | -38.6% | -39.5% |
| 6M | -28.7% | +13.0% | -41.7% | -65.6% |
| YTD | -35.2% | +13.5% | -48.8% | -65.4% |
| 1Y | -54.4% | +20.0% | -74.3% | -79.8% |
| All | -70.7% | +22.8% | -93.5% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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