+25.7%
GPN vs SPXS
-99.6%
+125.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | -1.0% |
| 7D | -4.3% | +2.5% | -6.8% | -3.3% |
| 30D | 0.0% | +4.2% | -4.2% | +2.0% |
| 3M | +35.8% | -9.3% | +45.1% | +31.3% |
| 6M | +22.0% | -30.7% | +52.7% | +6.9% |
| YTD | +15.2% | -28.1% | +43.3% | +3.4% |
| 1Y | +3.5% | -35.1% | +38.5% | -10.3% |
| 3Y | -26.9% | -79.6% | +52.6% | -55.8% |
| 5Y | -44.2% | -86.3% | +42.1% | -65.2% |
| All | +25.7% | -99.6% | +125.2% | -71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling