+238.0%
GM vs SPXS
-100.0%
+338.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -1.6% |
| 7D | -2.4% | +2.5% | -4.9% | -1.4% |
| 30D | -1.1% | +4.2% | -5.3% | +0.7% |
| 3M | +6.1% | -9.3% | +15.4% | +2.8% |
| 6M | +15.0% | -30.7% | +45.7% | +1.5% |
| YTD | +6.0% | -28.1% | +34.0% | -4.3% |
| 1Y | +47.1% | -35.1% | +82.2% | +28.4% |
| 3Y | +170.5% | -79.6% | +250.1% | +64.9% |
| 5Y | +80.5% | -86.3% | +166.8% | +15.2% |
| 10Y | +238.7% | -99.5% | +338.2% | -16.0% |
| All | +238.0% | -100.0% | +338.0% | -64.5% |
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