-92.6%
GLXU vs SPY
+21.0%
-113.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.4% | -9.6% | -7.3% |
| 7D | +33.3% | +3.3% | +30.0% | +7.9% |
| 30D | -51.8% | -2.7% | -49.1% | -37.7% |
| 3M | -62.5% | -1.7% | -60.8% | -53.8% |
| 6M | -87.3% | +3.1% | -90.4% | -88.1% |
| YTD | -83.6% | +11.9% | -95.5% | -89.6% |
| 1Y | -92.7% | +12.0% | -104.7% | -95.0% |
| All | -92.6% | +21.0% | -113.6% | -96.4% |
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